CFO

VictoryShares US 500 Enhanced Volatility Wtd Index ETF
B

73
  • Overview
  • Efficiency
  • Tradability
  • Fit

CFO Fund Description

The VictoryShares US 500 Enhanced Volatility Wtd Index ETF tracks an index of the largest US stocks by market cap, screened for positive earnings and weighted by volatility. The fund can move to 75% cash maximum in market downturns.

CFO Factset Analytics Insight

CFO attempts to provide broad exposure to US large-caps while reducing the amount of attendant volatility. To this end, it employs three moving parts: a simple quality screen; low-volatility weighting; and a cash toggle. The quality screen removes firms with negative earnings over the past 4 quarters. Low-vol weighting gives more weight to stocks with lower price variability and ignores correlations. CFO then adds a cash toggle that is triggered by a 10% drop from CFA's all-time high and moves 75% into cash. In severe downturns, CFO will leg back in as stock prices drop. CFO is reasonably popular among retail traders, although we still recommend limit orders to tame occasionally significant spreads. Tradability is a little easier for large investors thanks to CFO's highly liquid underlying basket. For all its features, CFO charges a reasonable fee, and its asset base is enough to ward off closure risk.

CFO MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of November 21, 2017 the VictoryShares US 500 Enhanced Volatility Wtd Index ETF MSCI ESG Fund Quality Score is 4.82 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. CFO ranks in the 31st percentile within its peer group and in the 28th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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CFO Top 10 Countries

CFO Top 10 Sectors

CFO Top 10 Holdings View All

CFO Summary Data

07/02/14
Open-Ended Fund
0.35%
$583.21M
$2.98M
0.1%

CFO Portfolio Data

$45.16B
22.23
3.3
1.13%
12/22/17
500

CFO Index Data

Technical
Multi-Factor
MSCI USA Large Cap

Related ETFs to CFO

SPHD, FEX, GSLC, JKD, CSM
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

CFO Portfolio Management

0.35%
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CFO Tax Exposures

20% / 39.6%
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Qualified dividends
No

CFO Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
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LAST 10 TRADES
TIMEPRICESHARES
15:58:1947.23100
15:58:1947.23300
12:20:0047.20530
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Bats BZX Real-time Quote - 18:00:55
Daily Spread
Premium/Discount
Volume

CFO Factset Analytics Block Liquidity

As of 11/22/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CFO. CFO is rated a 5 out of 5.

CFO Tradability

64,381
$2.98M
51,356
$2.4M
0.1%
$0.04
0.04%
0.22% / -0.13%
None
100%
50,000
1.03
0.03%
0.01%
--
$47.25
5

CFO Sector/Industry BreakdownView All

CFOSegment Benchmark
9.51% 19.79%
16.34% 17.46%
12.06% 16.50%
24.25% 14.23%
14.88% 10.23%
2.61% 6.20%
1.51% 4.55%
6.28% 1.14%

CFO Geographic Exposure

CFOSegment Benchmark
99.94% 100.00%
0.06% --

CFOSegment Benchmark
99.94% 100.00%
0.06% --
0.00% / 0.00% 0.00% / 0.00%

CFO Performance Statistics

0.85
1.02
0.98
1.01
0.19%
MSCI USA Large Cap

CFO MSCI ESG Ratings

4.82 / 10
31.11
28.25
9.99%
6.22%
304.68

CFO BENCHMARK COMPARISON

    CFO
    500 Holdings
    Segment Benchmark
    302 Constituents
    Shared Holdings
    208 (Count)
     
    35.86% (Weight)
CFOSegment Benchmark
191.86 B 45.16 B
99.59% 56.09%
0.41% 43.34%
0.00% 0.08%
0.00% 0.00%
1.92% 1.53%
Low Low