MFUSPIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF
MFUS Fund Description
MFUS tracks an index of US companies that are selected and weighted by a combination of fundamental and technical factors.
MFUS Factset Analytics Insight
MFUS is a US-focused, multi-factor fund that aims for increased exposure to outperforming investment factors. The methodology calculates a fundamental weight (a stand-in for market cap) for each security in its universe, using four fundamental metrics: current book value, and the last five years of de-levered sales, cash flow, and dividends plus buybacks. Each security is also scored on five investment factors: value, low volatility, quality, momentum, and size. For the value, quality, and low volatility portfolios, stocks are ranked by the factor score and the top 25% by fundamental weight are selected. The momentum portfolio selects the top 50%. The size portfolio includes all of the small-cap firms from other four portfolios. All sub-portfolios are weighted by fundamental weight. The factor portfolios are equally weighted to start, and the dynamic element of the index adjusts the weight of each factor based upon momentum and long-term reversal signals. The index uses a rolling rebalance, only rebalancing 25% of each sub-portfolio every quarter.
MFUS MSCI ESG Analytics Insight
PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.66 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. PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF ranks in the 59th percentile within its peer group and in the 67th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
MFUS 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.
MFUS Summary Data
MFUS Portfolio Data
MFUS Index Data
MFUS Portfolio Management
MFUS Tax Exposures
MFUS Fund Structure
MFUS Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of MFUS. MFUS is rated a 5 out of 5.
MFUS Sector/Industry Breakdown
MFUS Top 10 Holdings[View All]
MFUS Economic Development
MFUS Performance Statistics
MFUS MSCI ESG Ratings
MFUS Benchmark Comparison Summary
MFUS Benchmark Comparison Market Cap Size