CFO

VictoryShares U.S. 500 Enhanced Volatility Wtd Index ETF
A

59
*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 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 BBB based on a score of 5.54 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 55th percentile within its peer group and in the 67th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CFO MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

CFO Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/18/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CFO 4.14% 4.45% 14.57% -3.04% 10.90% 8.55% --
CFO (NAV) 4.10% 3.46% 14.54% -3.33% 10.91% 8.55% --
MSCI USA Large Cap Index 4.13% 3.57% 21.56% 5.97% 14.56% 10.83% 13.23%
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%
$774.28M
$3.14M
0.06%

CFO Portfolio Data

$47.72B
18.64
3.07
1.49%
09/10/19
495

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%
-0.35%
-0.27%
-0.42%

CFO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CFO Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

CFO Factset Analytics Block Liquidity

As of 09/19/19
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

64,345
$3.14M
53,163
$2.60M
0.06%
$0.03
-0.03%
0.18% / -0.22%
None
100.00%
50,000
1.06
0.03%
0.01%
0
$49.78
5

CFO Sector/Industry Breakdown


CFO
Segment Benchmark
18.84%
9.15%
17.04%
14.77%
14.70%
29.02%
14.45%
13.15%
9.98%
14.03%
8.36%
7.74%
6.62%
2.64%
6.10%
2.10%
3.00%
5.11%
0.75%
2.30%

CFO Countries


CFO
Segment Benchmark
100.00%
100.00%

CFO Regions


CFO
Segment Benchmark
100.00%
100.00%

CFO Economic Development


CFO
Segment Benchmark
100.00%
100.00%

CFO Performance Statistics

0.87
0.83
0.77
0.86
0.42%
MSCI USA Large Cap Index

CFO MSCI ESG Ratings

BBB
5.54 / 10
67.39
55.33
7.64%
4.75%
308.31

CFO Benchmark Comparison Holdings

495
298
218
36.43%

CFO Benchmark Comparison Summary


CFO
Segment Benchmark
495
298
$47.72B
$268.77B
18.64
21.93
3.07
3.46
1.70%
1.91%
Low
Low

CFO Benchmark Comparison Market Cap Size


CFO
Segment Benchmark
63.05%
99.74%
36.64%
0.26%
0.31%
0.00%
0.00%
0.00%