What is ULVM?

ULVM tracks an index of large-cap US stocks that are selected by equal parts value and momentum, and weighted by volatility.

PERFORMANCE [as of 03/22/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ULVM -5.75% -4.10% -4.25% -11.87% 23.58% 5.20% --
ULVM (NAV) -5.77% -3.98% -4.24% -11.50% 23.81% 5.33% --
MSCI USA Large Cap Index -0.39% 4.45% 3.99% -11.53% 21.07% 10.51% 12.06%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ULVM Factset Analytics Insight

ULVM tracks a multifactor index of US large-cap companies selected by equal parts value and momentum, with final weights determined by volatility. The starting universe comprises the components of the parent index, the Nasdaq US Large Cap 500 Index, with high exposure to value and momentum factors. Eligible US large-cap stocks are assigned value and momentum scores that are standardized by sector, which are then combined into a composite score with equal weight to each factor. Value scores are derived from price-to-earnings, price-to-book value, and enterprise value-to-operating cash flow ratios, while momentum scores are derived from price trends over the last six and twelve months. The index selects the top 25% of securities, and weights them by volatility—less volatile securities receive higher weighting. The index rebalances and reconstitutes quarterly. Prior to November 1, 2022, the fund name was VictoryShares USAA MSCI USA Value Momentum ETF, and tracked the MSCI USA Select Value Momentum Blend Index.

ULVM Summary Data

10/24/17
0.20%
$224.85M
Nasdaq Victory US Value Momentum Index
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

$0.00B 5 Days
-$0.00B 30 Days
-$0.03B 90 Days

ULVM Portfolio Data

$78.24B
14.00
2.43
1.86%
N/A
125

ULVM Index Data

Nasdaq Victory US Value Momentum Index
Volatility
Multi-Factor
MSCI USA Large Cap Index

ULVM Portfolio Management

0.20%
--
--
--

ULVM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ULVM Fund Structure

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

Factset Analytics Block Liquidity

As of 03/23/23

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

ULVM Tradability

2,316
$147.48K
621
$39.94K
0.12%
$0.08
-0.02%
0.19% / -0.35%
None
100.00%
50,000
0.01
0.02%
0.02%
0
$60.43
5

ULVM Sector/Industry Breakdown

ULVM Segment
Benchmark
19.77% --
11.71% --
10.48% --
6.98% --
6.89% --
6.47% --
6.20% --
5.43% --
4.72% --
3.58% --

ULVM Performance Statistics

0.87
0.80
0.82
0.90
0.56%
MSCI USA Large Cap Index

ULVM Countries

ULVM Segment
Benchmark
100.00% 99.89%
-- 0.11%

ULVM Regions

ULVM Segment
Benchmark
100.00% 100.00%

ULVM Economic Development

ULVM Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

ULVM Benchmark Comparison Holdings

125
297
70
19.93%

ULVM Benchmark Comparison Summary

ULVM Segment
Benchmark
125 297
$78.24B $504.17B
14.00 20.72
2.43 4.32
2.05% 1.55%
Low Low

ULVM Benchmark Comparison Market Cap Size

ULVM Segment
Benchmark
98.27% 100.00%
1.38% 0.00%
0.00% 0.00%
0.00% 0.00%