CFO
VictoryShares U.S. 500 Enhanced Volatility Wtd Index ETFCFO 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 4 quarters. Low-vol 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 is reasonably popular among retail traders, although we still recommend limit orders to tame occasionally significant spreads. Tradability is a little easier for large investors thanks to CFO's highly liquid underlying basket. For all its features, CFO charges a reasonable fee, and its asset base is enough to ward off closure risk.
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 5.93 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 50th percentile within its peer group and in the 28th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
CFO Charts And Performance
-
1 Month
-
3 Months
-
YTD
-
1 Year
-
3 Years
-
5 Years
-
Max
-
1 Month
-
3 Months
-
YTD
-
1 Year
-
3 Years
-
5 Years
-
Max
-
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 Tradability
CFO Sector/Industry Breakdown
CFO
CFO Top 10 Holdings[View All]
CFO Countries
CFO
CFO Regions
CFO
CFO Economic Development
CFO
CFO Performance Statistics
CFO MSCI ESG Ratings
CFO Benchmark Comparison Summary
CFO
CFO Benchmark Comparison Market Cap Size
CFO
The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional.
ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com.
[ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
Data provider:
Terms of Use
MSCI ESG Research LLC’s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.