CFOVictoryShares U.S. 500 Enhanced Volatility Wtd Index ETF
CFO Fund Description
CFO tracks an index of the largest US stocks by market cap, screened for positive earnings and weighted by volatility. The fund can move to 75% cash maximum in market downturns.
CFO Factset Analytics Insight
CFO attempts to provide broad exposure to US large-caps while reducing the amount of attendant volatility. To this end, it employs three moving parts: a simple quality screen, low-volatility weighting, and a cash toggle. The quality screen removes firms with negative earnings over the past four quarters. Low-volatility weighting gives more weight to stocks with lower price variability and ignores correlations. CFO then adds a cash toggle that is triggered by a 10% drop from CFA's all-time high and moves 75% into cash. In severe downturns, CFO will leg back in as stock prices drop.
CFO MSCI ESG Analytics Insight
VictoryShares U.S. 500 Enhanced Volatility Wtd Index ETF has an MSCI ESG Fund Rating of A based on a score of 7.09 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 U.S. 500 Enhanced Volatility Wtd Index ETF ranks in the 70th percentile within its peer group and in the 81st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
CFO 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.
CFO Summary Data
CFO Portfolio Data
CFO Index Data
CFO Portfolio Management
CFO Tax Exposures
CFO Fund Structure
CFO Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of CFO. CFO is rated a 5 out of 5.
CFO Sector/Industry Breakdown
CFO Top 10 Holdings[View All]
CFO Economic Development
CFO Performance Statistics
CFO MSCI ESG Ratings
CFO Benchmark Comparison Summary
CFO Benchmark Comparison Market Cap Size