CFO

VictoryShares U.S. 500 Enhanced Volatility Wtd Index ETF
N/A

N/A
*Unless otherwise stated, data provided by FactSet.

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 June 17, 2018 the VictoryShares U.S. 500 Enhanced Volatility Wtd Index ETF MSCI ESG Fund Quality Score is 4.66 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 14th percentile within its peer group and in the 22nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

CFO CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 06/15/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CFO 2.72% 1.57% 4.30% 16.01% 12.37% -- --
CFO (NAV) 2.82% 1.72% 4.53% 16.06% 12.42% -- --
MSCI USA Large Cap 2.78% 1.68% 5.15% 16.85% 12.53% 13.82% 9.75%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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%
$950.86M
$3.56M
0.10%

CFO Portfolio Data

$35.77B
17.23
2.90
1.17%
06/13/18
500

CFO Index Data

Technical
Multi-Factor
MSCI USA Large Cap

CFO Portfolio Management

0.35%
--
--
--

CFO Tax Exposures

20.00% / 39.60%
--
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
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

CFO Factset Analytics Block Liquidity

As of 06/18/18
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

71,795
$3.56M
65,128
$3.21M
0.10%
$0.05
0.06%
0.37% / -0.13%
None
100.00%
50,000
1.30
0.03%
0.01%
--
$50.65
5

CFO Sector/Industry Breakdown


CFO
Segment Benchmark
20.77%
16.20%
20.36%
9.14%
14.46%
12.44%
10.75%
26.29%
9.31%
7.89%
6.96%
13.67%
6.87%
2.42%
5.91%
1.51%
3.77%
6.38%
0.90%
2.09%

CFO TOP 10 HOLDINGS[View All]

0.39%
0.36%
0.34%
0.34%
0.33%
0.33%
0.33%
0.33%
0.32%
0.32%
3.39%

CFO Countries


CFO
Segment Benchmark
100.78%
100.00%

CFO Regions


CFO
Segment Benchmark
100.78%
100.00%

CFO Economic Development


CFO
Segment Benchmark
100.00%
100.00%

CFO Performance Statistics

0.93
0.89
0.85
0.92
0.22%
MSCI USA Large Cap

CFO MSCI ESG Ratings

4.66 / 10
14.46
21.97
9.34%
3.90%
327.66

CFO BENCHMARK COMPARISON HOLDINGS

500
301
184
29.69%

CFO BENCHMARK COMPARISON SUMMARY


CFO
Segment Benchmark
500
301
$35.77B
$221.72B
17.23
23.61
2.90
3.32
1.58%
1.93%
--
--

CFO BENCHMARK COMPARISON MARKET CAP SIZE


CFO
Segment Benchmark
52.69%
99.78%
46.98%
0.22%
0.33%
0.00%
0.00%
0.00%