ULVM VictoryShares USAA MSCI USA Value Momentum ETF

*Unless otherwise stated, data provided by FactSet.

ULVM Fund Description

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

ULVM Factset Analytics Insight

ULVM tracks a multifactor index of US large- and mid-cap companies. Securities are selected by equal parts value and momentum, with final weights determined by volatility. Eligible US large- and mid-cap stocks are assigned value and momentum scores. Value scores are derived from forward price-to-earnings, price-to-book value, and enterprise value-to-operating cash flow ratios. Momentum scores are derived from price trends over the last six and twelve months. Both scores are standardized by sector, and then combined into a composite score with equal weight to each factor. The index selects the top 25% of securities, weighted by volatility—less volatile securities receive higher weight. The index rebalances quarterly.

PERFORMANCE [as of 09/27/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ULVM -10.90% -7.10% -18.99% -13.80% 5.64% -- --
ULVM (NAV) -10.48% -6.86% -18.68% -13.54% 5.73% -- --
MSCI USA Select Value Momentum Blend Index -10.54% -6.82% -18.45% -13.25% 5.72% 5.22% --
MSCI USA IMI -10.31% -6.08% -23.56% -18.99% 8.58% 9.18% 11.58%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ULVM Summary Data

10/24/17
Open-Ended Fund
0.20%
$251.09M
$55.55K
0.09%

ULVM Portfolio Data

$75.16B
10.78
2.09
1.90%
N/A
193

ULVM Index Data

MSCI USA Select Value Momentum Blend Index
Volatility
Multi-Factor
MSCI USA IMI

ULVM Portfolio Management

0.20%
0.56%
0.68%
-0.44%

ULVM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ULVM Fund Structure

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

ULVM Factset Analytics Block Liquidity

As of 09/28/22
5
4
3
2
1

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

969
$55.55K
709
$41.95K
0.09%
$0.06
-0.02%
0.38% / -1.44%
None
100.00%
50,000
0.01
0.02%
0.01%
0
$57.02
5

ULVM Sector/Industry Breakdown


ULVM
Segment Benchmark
17.94%
--
15.53%
--
7.70%
--
7.37%
--
6.37%
--
5.21%
--
4.53%
--
4.26%
--
4.17%
--
4.10%
--

ULVM Countries


ULVM
Segment Benchmark
100.00%
99.92%
--
0.08%

ULVM Regions


ULVM
Segment Benchmark
100.00%
100.00%

ULVM Economic Development


ULVM
Segment Benchmark
100.00%
100.00%
0.00%
0.00%

ULVM Performance Statistics

0.90
0.85
0.85
0.91
0.45%
MSCI USA IMI

ULVM Benchmark Comparison Holdings

193
2601
192
22.25%

ULVM Benchmark Comparison Summary


ULVM
Segment Benchmark
193
2601
$75.16B
$485.17B
10.78
19.70
2.09
3.72
1.91%
1.43%
Low
Low

ULVM Benchmark Comparison Market Cap Size


ULVM
Segment Benchmark
80.13%
87.16%
19.24%
9.99%
0.00%
2.63%
0.00%
0.22%