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.

PERFORMANCE [as of 10/04/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSA -2.48% -0.84% -17.58% -12.83% 9.68% 6.20% --
CSA (NAV) -2.19% -0.55% -17.37% -12.44% 9.67% 6.32% --
MSCI USA Small Cap Index -1.61% 3.07% -18.03% -15.67% 8.64% 6.74% 10.62%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CSA Summary Data

07/08/15
Open-Ended Fund
0.35%
$21.87M
$34.85K
0.26%

CSA Portfolio Data

$1.60B
11.65
1.69
1.07%
N/A
495

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%
-0.43%
-0.30%
-0.83%

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 10/05/22
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

605
$34.85K
479
$29.75K
0.26%
$0.15
0.00%
3.83% / -2.97%
None
100.00%
50,000
0.01
0.02%
0.14%
0
$56.66
4

CSA Sector/Industry Breakdown


CSA
Segment Benchmark
28.26%
--
10.78%
--
5.47%
--
5.46%
--
5.29%
--
5.10%
--
4.93%
--
4.81%
--
4.60%
--
4.47%
--

CSA Countries


CSA
Segment Benchmark
99.91%
100.00%

CSA Regions


CSA
Segment Benchmark
99.91%
100.00%

CSA Economic Development


CSA
Segment Benchmark
99.91%
100.00%
0.00%
0.00%

CSA Performance Statistics

0.91
0.82
0.89
0.81
0.49%
MSCI USA Small Cap Index

CSA Benchmark Comparison Holdings

495
1967
485
14.96%

CSA Benchmark Comparison Summary


CSA
Segment Benchmark
495
1967
$1.60B
$4.95B
11.65
19.51
1.69
2.19
1.39%
1.34%
Low
Low

CSA Benchmark Comparison Market Cap Size


CSA
Segment Benchmark
0.00%
2.84%
8.44%
68.81%
86.91%
26.19%
3.68%
2.05%