CFA

VictoryShares US 500 Volatility Wtd ETF
A

68
*Unless otherwise stated, data provided by FactSet.

CFA Fund Description

CFA tracks an index of the largest US stocks by market cap, screened for positive earnings and weighted by volatility.

CFA Factset Analytics Insight

Newcomer CFA combines a simple quality screen with a straightforward low-volatility weighting scheme. The "500" in the fund's name has no ties to the S&P 500. Instead, CFA simply takes the largest 500 US names by market cap, screened for recent positive earnings, and weights them inversely to their recent price volatility. This produces a bigger basket than you'll find in popular low-vol SPLV and min-vol USMV. When we score CFA in January 2015, we'll expect it to align poorly with our vanilla benchmark, with lower beta, both of which would indicate that it’s on track. CFA's issuer is new to ETFs, having delivered its strategies by other means until now. Use care trading the fund, as volume has not picked up and assets are thin. Sister funds CFO and CDC can move to cash in downmarkets and CDC also screens for high dividend yield.

CFA MSCI ESG Analytics Insight

VictoryShares US 500 Volatility Wtd ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.61 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. VictoryShares US 500 Volatility Wtd ETF ranks in the 56th percentile within its peer group and in the 66th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CFA CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CFA 2.66% 3.57% 21.76% 6.17% 12.85% 10.41% --
CFA (NAV) 1.85% 3.03% 21.23% 5.70% 12.74% 10.24% --
Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index 1.88% 3.14% 21.50% 6.05% 13.15% 10.66% --
MSCI USA Large Cap Index 1.95% 3.11% 20.01% 8.83% 13.86% 11.00% 14.46%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CFA Top 10 Countries

CFA Top 10 Sectors

CFA Top 10 Holdings [View All]

CFA Summary Data

07/02/14
Open-Ended Fund
0.35%
$776.00M
$3.37M
0.10%

CFA Portfolio Data

$43.33B
17.57
2.96
1.36%
07/17/19
499

CFA Index Data

Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index
Volatility
Earnings
MSCI USA Large Cap Index

CFA Portfolio Management

0.35%
-0.34%
-0.27%
-0.44%

CFA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CFA Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

CFA Factset Analytics Block Liquidity

As of 07/22/19
5
4
3
2
1

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

CFA Tradability

65,750
$3.37M
36,228
$1.88M
0.10%
$0.05
0.03%
0.31% / -0.49%
None
100.00%
50,000
0.72
0.03%
0.01%
--
$52.89
5

CFA Sector/Industry Breakdown


CFA
Segment Benchmark
18.93%
9.27%
17.38%
15.05%
14.60%
13.11%
13.95%
27.67%
9.87%
14.58%
8.59%
7.85%
6.91%
2.79%
5.77%
1.91%
3.10%
5.36%
0.90%
2.40%

CFA TOP 10 HOLDINGS[View All]

0.53%
3.78%

CFA Countries


CFA
Segment Benchmark
100.00%
100.00%

CFA Regions


CFA
Segment Benchmark
100.00%
100.00%

CFA Economic Development


CFA
Segment Benchmark
100.00%
100.00%

CFA Performance Statistics

0.91
0.88
0.87
0.86
0.31%
MSCI USA Large Cap Index

CFA MSCI ESG Ratings

BBB
5.61 / 10
66.41
56.17
7.82%
4.73%
310.06

CFA BENCHMARK COMPARISON HOLDINGS

499
296
215
35.74%

CFA BENCHMARK COMPARISON SUMMARY


CFA
Segment Benchmark
499
296
$43.33B
$236.12B
17.57
20.23
2.96
3.33
1.76%
2.04%
Low
Low

CFA BENCHMARK COMPARISON MARKET CAP SIZE


CFA
Segment Benchmark
61.00%
99.46%
39.00%
0.54%
0.00%
0.00%
0.00%
0.00%