AUSF Global X Adaptive U.S. Factor ETF
What is AUSF?
AUSF tracks an index of US large- and mid-cap 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 mid-cap 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 Summary Data
AUSF Portfolio Data
AUSF Index Data
AUSF Portfolio Management
AUSF Tax Exposures
AUSF Fund Structure
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 Top 10 Holdings
AUSF Performance Statistics
AUSF Economic Development
AUSF Benchmark Comparison Summary
AUSF Benchmark Comparison Market Cap Size