CFA

VictoryShares US 500 Volatility Wtd ETF
*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

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 takes the largest 500 publicly traded US stocks within the Nasdaq Global Index, screened for consecutive positive earnings in the last four quarters, and weights them inversely to their recent price volatility. Meaning, stocks with lower volatility receive a higher weighting while those with higher volatility receive a lower weighting. This produces a bigger basket than you'll find in low-vol SPLV and min-vol USMV. Sister funds CFO and CDC can move to cash in down markets 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 A based on a score of 6.68 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 66th percentile within its peer group and in the 83th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CFA MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 07/27/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CFA 1.94% 2.90% 16.91% 38.57% 13.95% 14.82% --
CFA (NAV) 1.89% 2.77% 16.88% 37.68% 14.13% 14.95% --
MSCI USA Large Cap Index 3.37% 6.20% 17.87% 38.49% 19.38% 18.32% 15.69%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CFA Summary Data

Crestview
07/02/14
Open-Ended Fund
0.35%
$696.79M
$1.39M
0.05%

CFA Portfolio Data

$72.98B
23.71
3.94
0.85%
N/A
498

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%
-0.37%
-0.32%
-0.73%

CFA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CFA Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

CFA Factset Analytics Block Liquidity

As of 07/28/21
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

19,411
$1.39M
9,256
$658.47K
0.05%
$0.04
-0.02%
0.50% / -0.23%
None
99.00%
50,000
0.19
0.02%
0.01%
34
$72.53
5

CFA Sector/Industry Breakdown


CFA
Segment Benchmark
18.31%
8.91%
15.95%
12.96%
15.46%
35.75%
13.46%
14.48%
13.22%
13.20%
9.41%
6.22%
7.04%
2.16%
5.58%
2.07%
0.79%
1.64%
0.66%
2.52%

CFA Top 10 Holdings[View All]

0.41%
3.77%

CFA Countries


CFA
Segment Benchmark
100.00%
99.90%
--
0.10%

CFA Regions


CFA
Segment Benchmark
100.00%
100.00%

CFA Economic Development


CFA
Segment Benchmark
100.00%
100.00%

CFA Performance Statistics

0.81
0.83
0.85
0.81
0.42%
MSCI USA Large Cap Index

CFA MSCI ESG Ratings

6.68 / 10
82.81
66.39
7.95%
6.15%
258.49

CFA Benchmark Comparison Holdings

498
291
226
37.11%

CFA Benchmark Comparison Summary


CFA
Segment Benchmark
498
291
$72.98B
$529.51B
23.71
32.61
3.94
4.89
1.37%
1.35%
Low
Low

CFA Benchmark Comparison Market Cap Size


CFA
Segment Benchmark
82.99%
100.00%
17.01%
0.00%
0.00%
0.00%
0.00%
0.00%