CSF

VictoryShares U.S. Discovery Enhanced Volatility Wtd ETF
*Unless otherwise stated, data provided by FactSet.

CSF Fund Description

CSF tracks an index of 500 US small-cap stocks, screened for positive earnings and weighted by volatility. The fund can hold up to 75% cash in market downturns.

CSF Factset Analytics Insight

CSF offers small-cap exposure with downside protection. The fund screens out companies with negative earnings in any of the last 4 quarters, and overweights those with low price volatility. Furthermore, in the event of a 10% decline in its equity holdings, 75% of the portfolio will be liquidated. CSF will move back into stocks gradually if the market continues to decline, or immediately if the market recovers. This sort of rules-based market timing can help limit losses, though there is a risk that the fund will act too late (moves in and out of cash only occur at month-end). CSF's sector exposures reflect the market well, though its earnings screen and low-vol weighting seem to create a value tilt.

CSF MSCI ESG Analytics Insight

VictoryShares U.S. Discovery Enhanced Volatility Wtd ETF has an MSCI ESG Fund Rating of BB based on a score of 3.34 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. Discovery Enhanced Volatility Wtd ETF ranks in the 11st percentile within its peer group and in the 15th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CSF Charts And Performance

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Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/21/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSF 2.60% 0.07% -4.28% -14.62% 3.07% 2.44% --
CSF (NAV) 2.52% 0.01% -4.44% -14.61% 3.35% 2.33% --
MSCI USA Small Cap Index -0.42% 0.27% 18.68% 5.02% 11.18% 9.15% 12.65%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CSF Summary Data

08/01/14
Open-Ended Fund
0.35%
$62.66M
$809.29K
0.14%

CSF Portfolio Data

$1.59B
15.46
1.79
1.77%
10/15/19
463

CSF Index Data

Nasdaq Victory U.S. Small Cap 500 Long/Cash Volatility Weighted Index
Technical
Multi-Factor
MSCI USA Small Cap Index

CSF Portfolio Management

0.35%
-0.31%
-0.20%
-0.44%

CSF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CSF 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 -

CSF Factset Analytics Block Liquidity

As of 10/22/19
5
4
3
2
1

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

CSF Tradability

22,444
$809.29K
13,571
$491.38K
0.14%
$0.05
0.00%
0.92% / -0.60%
None
100.00%
50,000
0.27
0.04%
0.08%
0
$37.21
5

CSF Sector/Industry Breakdown


CSF
Segment Benchmark
24.92%
26.82%
23.52%
14.30%
17.49%
12.73%
9.53%
15.72%
6.34%
4.49%
5.85%
13.05%
5.39%
5.36%
3.95%
3.33%
2.49%
3.29%
0.51%
0.92%

CSF Countries


CSF
Segment Benchmark
100.00%
100.00%

CSF Regions


CSF
Segment Benchmark
100.00%
100.00%

CSF Economic Development


CSF
Segment Benchmark
100.00%
100.00%

CSF Performance Statistics

0.78
0.75
0.65
0.94
0.58%
MSCI USA Small Cap Index

CSF MSCI ESG Ratings

BB
3.34 / 10
15.22
11.34
3.99%
4.34%
122.26

CSF Benchmark Comparison Holdings

463
1793
444
17.67%

CSF Benchmark Comparison Summary


CSF
Segment Benchmark
463
1793
$1.59B
$4.01B
15.46
43.40
1.79
2.10
1.54%
1.69%
Low
Low

CSF Benchmark Comparison Market Cap Size


CSF
Segment Benchmark
0.00%
0.03%
9.45%
61.65%
80.83%
34.52%
9.72%
3.81%