What is CFO?

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.

PERFORMANCE [as of 03/27/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CFO -3.54% -6.04% -5.53% -17.47% 10.31% 5.96% --
CFO (NAV) -3.72% -6.04% -5.77% -17.38% 10.41% 6.02% --
MSCI USA Large Cap Index 0.82% 5.42% 5.03% -11.26% 17.72% 11.01% 12.13%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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 Summary Data

07/02/14
0.36%
$732.73M
Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

-$0.01B 5 Days
-$0.03B 30 Days
-$0.05B 90 Days

CFO Portfolio Data

$18.47B
17.14
3.19
1.90%
N/A
502

CFO Index Data

Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index
Technical
Multi-Factor
MSCI USA Large Cap Index

CFO Portfolio Management

0.36%
-0.39%
-0.33%
-2.48%

CFO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CFO Fund Structure

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

Factset Analytics Block Liquidity

As of 03/28/23

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 Tradability

45,153
$2.85M
30,965
$1.93M
0.07%
$0.04
-0.01%
0.30% / -0.32%
None
100.00%
50,000
0.62
0.02%
0.00%
0
$60.29
5

CFO Sector/Industry Breakdown

CFO Segment
Benchmark
13.90% --
10.25% --
9.62% --
9.10% --
8.72% --
7.20% --
7.11% --
5.11% --
5.03% --
4.32% --

CFO Performance Statistics

0.68
0.50
0.44
0.55
0.92%
MSCI USA Large Cap Index

CFO Countries

CFO Segment
Benchmark
100.00% 99.89%
-- 0.11%

CFO Regions

CFO Segment
Benchmark
100.00% 100.00%

CFO Economic Development

CFO Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

CFO Benchmark Comparison Holdings

502
297
252
13.49%

CFO Benchmark Comparison Summary

CFO Segment
Benchmark
502 297
$18.47B $504.17B
17.14 20.72
3.19 4.32
1.73% 1.55%
High Low

CFO Benchmark Comparison Market Cap Size

CFO Segment
Benchmark
22.48% 100.00%
3.06% 0.00%
0.00% 0.00%
0.00% 0.00%