What is NUMV?

NUMV tracks an index of US mid-cap value stocks that score highly on environmental, social, and governance (ESG) criteria. The fund weighting uses a multi-factor optimizer.

PERFORMANCE [as of 01/20/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
NUMV 5.60% 14.01% 4.50% -7.49% 5.14% 5.56% --
NUMV (NAV) 5.69% 14.08% 4.47% -7.43% 5.18% 5.43% --
TIAA ESG USA Mid-Cap Value Index 5.74% 14.19% 4.50% -7.22% 5.55% 5.82% --
MSCI USA Mid Cap Value Index 5.57% 13.19% 4.36% -6.01% 5.24% 5.32% 10.20%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

NUMV Factset Analytics Insight

NUMV aims to invest in the most socially responsible companies while still providing reasonably market-like exposure to mid-cap value stocks. The index takes its holdings from the MSCI USA Mid-Cap Value Index (the parent index), which selects value stocks according to price/book, forward price/earnings, and dividend yield. From there, NUMV screens out companies involved in controversial businesses, such as alcohol, weapons, nuclear power, and gambling. Companies that exceed carbon emissions thresholds are also excluded. The remaining firms are scored on ESG factors, and the highest scoring firms within each sector (top 50% by market cap) are selected for inclusion in the index. The portfolio is weighted according to a multi-factor optimization algorithm that aims to keep holdings and performance similar to the parent index. The index is rebalanced and reconstituted quarterly starting each February. Sibling fund NULV applies the same strategy to US large caps.

NUMV Summary Data

12/13/16
0.30%
$359.69M
MSCI USA Mid Cap Value Index
Open-Ended Fund

Peers

MSCI USA Mid Cap Value Index

Fund Flows

$0.00B 5 Days
+$0.01B 30 Days
+$0.04B 90 Days

NUMV Portfolio Data

$18.08B
13.11
2.22
5.53%
N/A
81

NUMV Index Data

Multi-Factor
Principles-based
MSCI USA Mid Cap Value Index

NUMV Portfolio Management

0.30%
-0.23%
-0.15%
-0.50%

NUMV Tax Exposures

20.00% / 39.60%
3.16%
Qualified dividends
No

NUMV Fund Structure

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

Factset Analytics Block Liquidity

As of 01/23/23

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

NUMV Tradability

53,487
$1.66M
46,214
$1.48M
0.10%
$0.03
0.03%
0.20% / -0.23%
None
100.00%
50,000
0.92
0.03%
0.02%
0
$31.09
5

NUMV Sector/Industry Breakdown

NUMV Segment
Benchmark
33.30% --
10.25% --
7.02% --
6.64% --
6.09% --
5.30% --
5.24% --
4.82% --
4.74% --
3.41% --

NUMV Performance Statistics

0.99
1.03
1.01
1.02
0.15%
MSCI USA Mid Cap Value Index

NUMV Countries

NUMV Segment
Benchmark
100.00% 100.00%

NUMV Regions

NUMV Segment
Benchmark
100.00% 100.00%

NUMV Economic Development

NUMV Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

NUMV Benchmark Comparison Holdings

81
229
80
35.02%

NUMV Benchmark Comparison Summary

NUMV Segment
Benchmark
81 229
$18.08B $19.67B
13.11 14.25
2.22 2.20
2.68% 2.26%
Low Low

NUMV Benchmark Comparison Market Cap Size

NUMV Segment
Benchmark
68.33% 76.14%
31.42% 23.86%
0.00% 0.00%
0.00% 0.00%