CSA

VictoryShares US Small Cap Volatility Wtd ETF
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73
*Unless otherwise stated, data provided by FactSet.

CSA Fund Description

CSA tracks an index composed of 500 of the largest companies domiciled in the US that are no larger than 3 billion in market capitalization. These stocks are then weighted by inverse volatility.

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. The index is reconstituted twice a year: once in March, and again in September. CSA’s fee for this exposure comes in rather high compared to other low-volatility small-cap US ETFs. Investor interest has been lukewarm, potentially hampering liquidity and raising questions about the fund’s future.

CSA MSCI ESG Analytics Insight

VictoryShares US Small Cap Volatility Wtd ETF has an MSCI ESG Fund Rating of BB based on a score of 3.38 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 12nd percentile within its peer group and in the 16th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CSA 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
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSA -5.86% -4.64% 7.76% -12.44% 7.81% -- --
CSA (NAV) -5.37% -5.09% 6.85% -12.30% 7.23% -- --
MSCI USA Small Cap Index -5.74% -3.59% 12.43% -6.87% 8.38% 7.46% 13.01%
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%
$28.14M
$92.35K
0.25%

CSA Portfolio Data

$1.60B
15.71
1.93
1.54%
08/14/19
462

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%
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--
--

CSA Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

CSA Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Medium
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

CSA Factset Analytics Block Liquidity

As of 08/16/19
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

2,013
$92.35K
1,345
$59.57K
0.25%
$0.11
-0.06%
2.10% / -1.44%
None
100.00%
50,000
0.03
0.03%
0.11%
--
$43.15
4

CSA Sector/Industry Breakdown


CSA
Segment Benchmark
24.80%
25.93%
23.12%
14.54%
17.28%
12.85%
9.40%
15.19%
6.07%
5.58%
6.04%
4.22%
5.96%
13.76%
4.60%
4.00%
2.21%
3.01%
0.52%
0.92%

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

0.81
0.94
0.94
0.92
0.50%
MSCI USA Small Cap Index

CSA MSCI ESG Ratings

BB
3.38 / 10
16.23
11.88
4.07%
4.33%
118.76

CSA BENCHMARK COMPARISON HOLDINGS

462
1803
443
17.78%

CSA BENCHMARK COMPARISON SUMMARY


CSA
Segment Benchmark
462
1803
$1.60B
$3.96B
15.71
41.11
1.93
2.23
1.44%
1.58%
Low
Low

CSA BENCHMARK COMPARISON MARKET CAP SIZE


CSA
Segment Benchmark
0.00%
0.03%
10.22%
62.81%
81.12%
33.87%
8.66%
3.28%