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.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSML 8.56% 2.27% -9.48% -3.82% 11.32% 6.87% --
CSML (NAV) 8.62% 2.44% -9.19% -3.94% 11.32% 6.93% --
NASDAQ Chaikin Power US Small Cap Index 8.65% 2.50% -8.99% -3.62% 11.72% 7.38% --
MSCI USA Small Cap Index 10.09% -0.16% -12.44% -9.86% 10.62% 9.52% 12.11%
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%
$226.35M
$754.82K
0.21%

CSML Portfolio Data

$2.10B
42.19
1.59
1.34%
N/A
497

CSML Index Data

Equal
Multi-Factor
MSCI USA Small Cap Index

CSML Portfolio Management

0.35%
-0.37%
0.13%
-0.68%

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 08/04/22
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

23,691
$754.82K
2,036
$62.51K
0.21%
$0.06
-0.03%
2.42% / -3.14%
None
94.00%
50,000
0.04
0.04%
0.07%
0
$33.14
4

CSML Sector/Industry Breakdown


CSML
Segment Benchmark
28.86%
--
9.72%
--
7.31%
--
6.93%
--
6.46%
--
5.84%
--
4.02%
--
3.87%
--
3.78%
--
3.26%
--

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

0.94
0.87
0.90
0.85
0.36%
MSCI USA Small Cap Index

CSML Benchmark Comparison Holdings

497
1984
478
20.00%

CSML Benchmark Comparison Summary


CSML
Segment Benchmark
497
1984
$2.10B
$4.75B
42.19
28.12
1.59
2.24
1.45%
1.33%
Low
Low

CSML Benchmark Comparison Market Cap Size


CSML
Segment Benchmark
0.19%
1.40%
27.74%
69.96%
60.09%
26.30%
11.98%
2.35%