ULVM

VictoryShares USAA MSCI USA Value Momentum ETF
B

74
*Unless otherwise stated, data provided by FactSet.

ULVM Fund Description

ULVM tracks an index of large- and midcap 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 midcap companies. Securities are selected by equal parts value and momentum, with final weights determined by volatility. Eligible US large- and midcap 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. Although investors can find plain-vanilla funds that cost less, ULVM charges a significantly lower fee than most other factor-based funds in the US total-market space.

ULVM 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.

ULVM CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/21/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ULVM -3.52% 0.51% 11.86% -4.76% -- -- --
ULVM (NAV) -2.68% 0.34% 12.92% -4.38% -- -- --
MSCI USA Select Value Momentum Blend Index -2.67% 0.38% 13.07% -4.18% -- -- --
MSCI USA IMI -1.67% 2.23% 18.16% 2.81% 12.12% 9.82% 13.37%
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%
$459.72M
$492.67K
0.14%

ULVM Portfolio Data

$47.01B
19.33
2.04
1.78%
N/A
212

ULVM Index Data

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

ULVM Portfolio Management

0.20%
-0.22%
-0.17%
-0.26%

ULVM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ULVM Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

ULVM Factset Analytics Block Liquidity

As of 08/22/19
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

9,616
$492.67K
8,602
$446.44K
0.14%
$0.07
0.08%
1.07% / -0.92%
None
100.00%
50,000
0.17
0.02%
0.01%
--
$50.39
5

ULVM Sector/Industry Breakdown


ULVM
Segment Benchmark
23.89%
17.02%
15.04%
10.65%
14.24%
13.56%
11.38%
13.73%
10.58%
25.78%
6.66%
6.57%
6.42%
3.19%
4.90%
4.83%
4.29%
2.76%
2.60%
1.92%

ULVM Countries


ULVM
Segment Benchmark
99.41%
99.91%
0.59%
0.09%

ULVM Regions


ULVM
Segment Benchmark
100.00%
100.00%

ULVM Economic Development


ULVM
Segment Benchmark
100.00%
100.00%

ULVM Performance Statistics

0.96
0.94
0.93
0.93
0.22%
MSCI USA IMI

ULVM BENCHMARK COMPARISON HOLDINGS

212
2436
212
25.13%

ULVM BENCHMARK COMPARISON SUMMARY


ULVM
Segment Benchmark
212
2436
$47.01B
$202.79B
19.33
24.13
2.04
3.28
2.14%
1.81%
Low
Low

ULVM BENCHMARK COMPARISON MARKET CAP SIZE


ULVM
Segment Benchmark
69.47%
82.33%
30.53%
13.32%
0.00%
3.97%
0.00%
0.39%