CSML

IQ Chaikin U.S. Small Cap ETF
*Unless otherwise stated, data provided by FactSet.

CSML Fund Description

CSML tracks an equal-weighted index of small US companies selected by value, growth, technical, and sentiment factors.

CSML Factset Analytics Insight

CSML provides a multifactor view on the US small-cap space using the Chaikin Power Gauge, a model based on 20 fundamental and technical metrics divided into four primary components: value (weighted 35%), growth (20%), technical (15%) and sentiment (30%). The index starts with narrowing down all the eligible securities from the NASDAQ US 1500 Index using a risk filter which omits the riskiest third of the securities based mainly on beta and volatility. From this subset, 500 securities having the highest ranking per the Chaikin Power Gauge metrics will be selected for inclusion, considering necessary industry constraints. Components are then equally weighted and rebalanced annually. Overall, CSML’s take on the US small-cap makes it a great complement to CLRG, a fund that targets the US large-cap space.

CSML MSCI ESG Analytics Insight

IQ Chaikin U.S. Small Cap ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.63 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. IQ Chaikin U.S. Small Cap ETF ranks in the 23th percentile within its peer group and in the 11st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CSML 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 08/03/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSML -2.90% -0.26% 20.00% 59.50% 7.66% -- --
CSML (NAV) -1.82% -1.57% 20.42% 56.41% 7.84% -- --
NASDAQ Chaikin Power US Small Cap Index -1.79% -1.49% 20.68% 57.03% 8.25% 12.88% --
MSCI USA Small Cap Index -2.26% -1.20% 16.14% 49.69% 13.31% 15.25% 13.78%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CSML Summary Data

New York Life
IndexIQ
05/16/17
Open-Ended Fund
0.35%
$201.33M
$149.28K
0.19%

CSML Portfolio Data

$2.05B
54.30
1.89
1.08%
N/A
498

CSML Index Data

Equal
Multi-Factor
MSCI USA Small Cap Index

CSML Portfolio Management

0.35%
-0.43%
-0.29%
-1.45%

CSML Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CSML Fund Structure

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

CSML Factset Analytics Block Liquidity

As of 08/04/21
5
4
3
2
1

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

CSML Tradability

4,244
$149.28K
1,433
$49.05K
0.19%
$0.07
-0.02%
0.92% / -0.80%
None
99.00%
50,000
0.03
0.04%
0.10%
0
$34.95
4

CSML Sector/Industry Breakdown


CSML
Segment Benchmark
27.72%
22.07%
15.36%
13.81%
13.52%
14.61%
13.23%
14.06%
11.15%
15.84%
5.40%
5.07%
4.66%
3.98%
4.58%
4.05%
1.99%
1.95%
1.39%
0.65%

CSML Countries


CSML
Segment Benchmark
100.00%
100.00%

CSML Regions


CSML
Segment Benchmark
100.00%
100.00%

CSML Economic Development


CSML
Segment Benchmark
100.00%
100.00%

CSML Performance Statistics

0.92
1.08
1.14
1.02
0.40%
MSCI USA Small Cap Index

CSML MSCI ESG Ratings

4.63 / 10
11.33
22.84
2.09%
3.98%
98.77

CSML Benchmark Comparison Holdings

498
1863
423
16.58%

CSML Benchmark Comparison Summary


CSML
Segment Benchmark
498
1863
$2.05B
$5.61B
54.30
157.39
1.89
2.89
1.14%
0.98%
Low
Low

CSML Benchmark Comparison Market Cap Size


CSML
Segment Benchmark
0.00%
2.84%
28.61%
74.38%
53.33%
21.80%
18.06%
0.91%