CSMLIQ Chaikin U.S. Small Cap ETF
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 4.82 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 25th percentile within its peer group and in the 12nd 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.
CSML Summary Data
CSML Portfolio Data
CSML Index Data
CSML Portfolio Management
CSML Tax Exposures
CSML Fund Structure
CSML Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
CSML Top 10 Holdings[View All]
CSML Economic Development
CSML Performance Statistics
CSML MSCI ESG Ratings
CSML Benchmark Comparison Summary
CSML Benchmark Comparison Market Cap Size