CFO VictoryShares U.S. 500 Enhanced Volatility Wtd Index ETF
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.
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
CFO Portfolio Data
CFO Index Data
CFO Portfolio Management
CFO Tax Exposures
CFO Fund Structure
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
CFO Performance Statistics
CFO Economic Development
CFO Benchmark Comparison Summary
CFO Benchmark Comparison Market Cap Size