CSA

VictoryShares US Small Cap Volatility Wtd ETF
*Unless otherwise stated, data provided by FactSet.

CSA Fund Description

CSA tracks an inverse-volatility-weighted index of 500 largest US companies in the small-cap space meeting certain market capitalization limit.

CSA Factset Analytics Insight

CSA is among a small group of ETFs that approach the US small-cap space by weighting low volatility companies higher. The selection universe begins with all US firms that have less than $3 billion in market capitalization. The fund holds the 500 largest eligible stocks with four consecutive quarters of positive earnings, weighted inversely by volatility. CSA combines fundamental criteria and volatility weighting in an effort to avoid subjecting investors to the inherent limitations of traditional market-cap weighted indexing strategies. The index is reconstituted twice a year: once in March, and again in September.

CSA MSCI ESG Analytics Insight

VictoryShares US Small Cap Volatility Wtd ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.89 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 US Small Cap Volatility Wtd ETF ranks in the 25th percentile within its peer group and in the 16th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CSA 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.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSA 2.29% 1.82% 23.27% 47.63% 14.85% 14.11% --
CSA (NAV) 4.55% 5.02% 24.12% 52.12% 15.13% 14.64% --
MSCI USA Small Cap Index 3.08% 4.32% 19.47% 43.09% 16.91% 16.04% 14.99%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CSA Summary Data

Crestview
07/08/15
Open-Ended Fund
0.35%
$26.16M
$53.27K
0.22%

CSA Portfolio Data

$1.72B
15.50
1.98
1.28%
N/A
500

CSA Index Data

Nasdaq Victory U.S. Small Cap 500 Volatility Weighted Index
Volatility
Earnings
MSCI USA Small Cap Index

CSA Portfolio Management

0.35%
-0.85%
-0.47%
-2.06%

CSA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CSA Fund Structure

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

CSA Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CSA. CSA is rated a 4 out of 5.

CSA Tradability

875
$53.27K
453
$28.41K
0.22%
$0.15
-0.02%
3.53% / -3.15%
None
99.00%
50,000
0.01
0.02%
0.16%
0
$66.23
4

CSA Sector/Industry Breakdown


CSA
Segment Benchmark
25.94%
22.61%
19.96%
14.03%
12.90%
15.32%
10.87%
14.85%
8.75%
13.83%
7.56%
3.89%
5.19%
5.04%
4.24%
2.04%
1.59%
3.49%
1.53%
0.63%

CSA Countries


CSA
Segment Benchmark
100.00%
100.00%

CSA Regions


CSA
Segment Benchmark
100.00%
100.00%

CSA Economic Development


CSA
Segment Benchmark
100.00%
100.00%

CSA Performance Statistics

0.87
1.01
1.13
0.91
0.44%
MSCI USA Small Cap Index

CSA MSCI ESG Ratings

4.89 / 10
15.68
25.43
3.56%
--
117.72

CSA Benchmark Comparison Holdings

500
1855
458
13.31%

CSA Benchmark Comparison Summary


CSA
Segment Benchmark
500
1855
$1.72B
$5.77B
15.50
49.54
1.98
2.79
1.20%
1.00%
Low
Low

CSA Benchmark Comparison Market Cap Size


CSA
Segment Benchmark
0.00%
4.83%
15.85%
73.12%
75.43%
21.12%
8.71%
0.93%