CFO

VictoryShares U.S. 500 Enhanced Volatility Wtd Index ETF
*Unless otherwise stated, data provided by FactSet.

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.

PERFORMANCE [as of 05/13/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CFO -6.09% -4.77% -10.90% -0.56% 15.34% 11.33% --
CFO (NAV) -5.70% -4.85% -10.90% -0.57% 15.31% 11.31% --
Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index -- -4.58% -10.61% -0.05% 15.82% 11.77% 13.24%
MSCI USA Large Cap Index -- -9.31% -16.20% -1.85% 14.75% 13.21% 13.85%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CFO Summary Data

07/02/14
Open-Ended Fund
0.35%
$949.46M
$2.06M
0.07%

CFO Portfolio Data

$86.15B
19.19
3.43
1.12%
N/A
501

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

0.35%
-0.45%
-0.35%
-0.56%

CFO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CFO Fund Structure

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

CFO Factset Analytics Block Liquidity

As of 05/17/22
5
4
3
2
1

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

29,406
$2.06M
25,037
$1.73M
0.07%
$0.05
0.02%
0.39% / -1.64%
None
99.00%
50,000
0.50
0.02%
0.00%
0
$69.05
5

CFO Sector/Industry Breakdown


CFO
Segment Benchmark
75.60%
--
3.64%
--
2.37%
--
2.34%
--
2.06%
--
2.02%
--
2.01%
--
1.69%
--
1.32%
--
1.24%
--

CFO Top 10 Holdings[View All]

75.60%
Walmart Inc. 0.09%
76.46%

CFO Countries


CFO
Segment Benchmark
100.00%
99.90%
--
0.10%

CFO Regions


CFO
Segment Benchmark
100.00%
100.00%

CFO Economic Development


CFO
Segment Benchmark
100.00%
100.00%

CFO Performance Statistics

0.79
0.73
0.72
0.66
0.47%
MSCI USA Large Cap Index

CFO Benchmark Comparison Holdings

501
295
253
39.76%

CFO Benchmark Comparison Summary


CFO
Segment Benchmark
501
295
$86.15B
$723.99B
19.19
24.13
3.43
5.01
1.55%
1.30%
Low
Low

CFO Benchmark Comparison Market Cap Size


CFO
Segment Benchmark
90.58%
99.98%
9.29%
0.02%
0.12%
0.00%
0.00%
0.00%