AUSFGlobal X Adaptive U.S. Factor ETF
AUSF Fund Description
AUSF tracks an index of US large- and midcap stocks with exposure to value, momentum, and/or low volatility factors. Factor exposure is determined by the recent performance of each factor.
AUSF Factset Analytics Insight
AUSF’s portfolio rotates between three sub-portfolios with exposure to different investment factors: value, momentum, and low volatility. Each factor portfolio consists of 100 large- and midcap stocks, although fund documents do not describe how these portfolios are constructed. AUSF is premised on the theory that factor performance tends to mean-revert, so outperforming factors should be avoided. At each quarterly rebalance, the fund’s index ranks the total-return performance of each factor over the past 2 years. AUSF then holds the two weakest performing factor portfolios, equally weighted. If there is little difference (2% or less) between the two best performing factors, the fund will hold all three factor portfolios, giving 20% weight to the best performer and 40% each to the other two.
AUSF MSCI ESG Analytics Insight
Global X Adaptive U.S. Factor ETF has an MSCI ESG Fund Rating of A based on a score of 5.89 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
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. Global X Adaptive U.S. Factor ETF ranks in the 48th percentile within its peer group and in the 62nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
AUSF Summary Data
AUSF Portfolio Data
AUSF Index Data
AUSF Portfolio Management
AUSF Tax Exposures
AUSF Fund Structure
AUSF Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of AUSF. AUSF is rated a 5 out of 5.
AUSF Sector/Industry Breakdown
AUSF Economic Development
AUSF Performance Statistics
AUSF MSCI ESG Ratings
AUSF Benchmark Comparison Summary
AUSF Benchmark Comparison Market Cap Size