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 Index screens out companies with negative earnings in any of the last four quarters, then selects 500 constituents and overweights those with low price volatility. The index applies a 25% sector cap and reconstitutes every March and September. 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.

PERFORMANCE [as of 06/23/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSF -1.12% -8.26% -14.37% -8.51% 14.95% 7.43% --
CSF (NAV) -0.91% -8.07% -14.25% -7.96% 15.05% 7.45% --
MSCI USA Small Cap Index -5.21% -15.62% -21.40% -20.28% 6.60% 7.25% 11.18%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CSF Summary Data

08/01/14
Open-Ended Fund
0.36%
$71.34M
$332.74K
0.14%

CSF Portfolio Data

$1.55B
12.59
1.73
1.27%
N/A
496

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

0.36%
-0.44%
0.04%
-0.68%

CSF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CSF Fund Structure

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

CSF Factset Analytics Block Liquidity

As of 06/24/22
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

6,036
$332.74K
3,098
$171.66K
0.14%
$0.08
0.01%
1.26% / -2.57%
None
95.00%
50,000
0.06
0.03%
0.01%
0
$54.93
5

CSF Sector/Industry Breakdown


CSF
Segment Benchmark
76.45%
--
6.07%
--
2.52%
--
1.51%
--
1.48%
--
1.22%
--
1.21%
--
1.20%
--
1.12%
--
1.10%
--

CSF Top 10 Holdings[View All]

76.42%
77.29%

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

0.71
0.65
0.67
0.47
0.71%
MSCI USA Small Cap Index

CSF Benchmark Comparison Holdings

496
1924
479
14.45%

CSF Benchmark Comparison Summary


CSF
Segment Benchmark
496
1924
$1.55B
$5.13B
12.59
27.30
1.73
2.27
1.35%
1.28%
Low
Low

CSF Benchmark Comparison Market Cap Size


CSF
Segment Benchmark
0.00%
3.72%
6.18%
69.45%
91.18%
24.72%
2.63%
2.12%