OMFL

Oppenheimer Russell 1000 Dynamic Multifactor ETF
N/A

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

OMFL Fund Description

The Oppenheimer Russell 1000 Dynamic Multifactor ETF tracks an index of US large-cap stocks selected by a combination of five investment factors, which are weighted based on current macroeconomic conditions.

OMFL Factset Analytics Insight

OMFL scores the component securities of the Russell 1000 Index by value, size, momentum, quality, and low volatility. To combine these factors, Oppenheimer uses a rules-based methodology that relies on leading economic indicators and global risk appetite to determine the state of the current market cycle: expansion, slowdown, contraction, or recovery. The fund shifts exposure to favor the factors that tend to fare better in the given market environment. Holdings are weighted by the combined factor score, scaled by market cap. OMFL capitalizes on the cyclicality of factor performance through its use of this dynamic overlay. The fund is reasonably priced for this added feature.

OMFL 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 21, 2018 the Oppenheimer Russell 1000 Dynamic Multifactor ETF MSCI ESG Fund Quality Score is 4.56 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. OMFL ranks in the 9th percentile within its peer group and in the 20th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

OMFL 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 06/21/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OMFL 1.36% 1.78% 2.91% -- -- -- --
OMFL (NAV) 1.53% 1.23% 3.50% -- -- -- --
MSCI USA Large Cap 0.80% 1.98% 3.98% 15.26% 11.67% 14.05% 9.96%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

OMFL Top 10 Countries

OMFL Top 10 Sectors

OMFL Top 10 Holdings [View All]

OMFL Summary Data

11/08/17
Open-Ended Fund
0.29%
$152.63M
$157.39K
0.05%

OMFL Portfolio Data

$185.22B
25.00
5.48
--
N/A
212

OMFL Index Data

Russell 1000 OFI Dynamic Multifactor Index
Multi-Factor
Multi-Factor
MSCI USA Large Cap

OMFL Portfolio Management

0.29%
--
--
--

OMFL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

OMFL Fund Structure

Open-Ended Fund
No
--
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

OMFL Factset Analytics Block Liquidity

As of 06/22/18
5
4
3
2
1

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

OMFL Tradability

5,404
$157.39K
1,594
$47.04K
0.05%
$0.01
-0.06%
3.49% / -2.26%
None
100.00%
50,000
0.03
0.13%
0.00%
--
$26.86
5

OMFL Sector/Industry Breakdown


OMFL
Segment Benchmark
25.18%
26.29%
18.54%
12.44%
15.64%
9.14%
14.37%
13.67%
13.38%
7.89%
6.49%
16.20%
2.52%
6.38%
1.83%
1.51%
1.80%
2.09%
0.25%
2.42%

OMFL TOP 10 HOLDINGS[View All]

4.18%
4.12%
3.94%
3.93%
3.28%
2.69%
2.67%
2.53%
2.51%
2.31%
32.16%

OMFL Countries


OMFL
Segment Benchmark
100.00%
100.00%

OMFL Regions


OMFL
Segment Benchmark
100.00%
100.00%

OMFL Economic Development


OMFL
Segment Benchmark
100.00%
100.00%

OMFL Performance Statistics

0.95
0.91
0.87
0.92
0.21%
MSCI USA Large Cap

OMFL MSCI ESG Ratings

4.56 / 10
9.43
19.52
8.90%
4.14%
329.74

OMFL BENCHMARK COMPARISON HOLDINGS

212
301
99
42.03%

OMFL BENCHMARK COMPARISON SUMMARY


OMFL
Segment Benchmark
212
301
$185.22B
$221.72B
25.00
23.61
5.48
3.32
2.02%
1.93%
--
--

OMFL BENCHMARK COMPARISON MARKET CAP SIZE


OMFL
Segment Benchmark
93.27%
99.78%
6.66%
0.22%
0.07%
0.00%
0.00%
0.00%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.