CFO
VictoryShares U.S. 500 Enhanced Volatility Wtd Index ETFCFO Fund Description
The VictoryShares US 500 Enhanced Volatility Wtd Index ETF 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
The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of September 19, 2018 the VictoryShares U.S. 500 Enhanced Volatility Wtd Index ETF MSCI ESG Fund Quality Score is 4.76 out of 10.
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. CFO ranks in the 14th percentile within its peer group and in the 23th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.
CFO CHARTS AND PERFORMANCE
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CFO Top 10 Countries
CFO Top 10 Sectors
CFO Top 10 Holdings [View All]
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
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CFO TOP 10 HOLDINGS[View All]
CFO Countries
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CFO Regions
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CFO Economic Development
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CFO Performance Statistics
CFO MSCI ESG Ratings
CFO BENCHMARK COMPARISON SUMMARY
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CFO BENCHMARK COMPARISON MARKET CAP SIZE
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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.