USVM

VictoryShares USAA MSCI USA Small Cap Value Momentum ETF
B

82
*Unless otherwise stated, data provided by FactSet.

USVM Fund Description

USVM tracks an index of small-cap US stocks that are selected by equal parts value and momentum. The index is weighted by volatility.

USVM Factset Analytics Insight

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

USVM 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.

USVM 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 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USVM -5.65% -3.26% 8.20% -11.52% -- -- --
USVM (NAV) -5.65% -3.86% 7.75% -10.73% -- -- --
MSCI U.S.A. Small Cap Select Value Momentum Blend Index -5.64% -3.81% 7.97% -10.54% -- -- --
MSCI USA Small Cap Index -5.74% -3.59% 12.43% -6.87% 8.38% 7.46% 13.01%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USVM Summary Data

10/24/17
Open-Ended Fund
0.24%
$99.88M
$353.39K
0.10%

USVM Portfolio Data

$2.95B
33.50
1.52
1.67%
N/A
522

USVM Index Data

MSCI U.S.A. Small Cap Select Value Momentum Blend Index
Volatility
Multi-Factor
MSCI USA Small Cap Index

USVM Portfolio Management

0.24%
-0.27%
-0.18%
-0.36%

USVM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

USVM 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

USVM Factset Analytics Block Liquidity

As of 08/16/19
5
4
3
2
1

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

USVM Tradability

6,918
$353.39K
4,934
$254.78K
0.10%
$0.05
0.05%
1.10% / -0.45%
None
100.00%
50,000
0.10
0.05%
0.07%
--
$48.63
5

USVM Sector/Industry Breakdown


USVM
Segment Benchmark
30.11%
25.93%
16.77%
13.76%
12.25%
12.85%
11.75%
14.54%
11.69%
15.19%
5.22%
5.58%
3.89%
3.01%
3.69%
4.00%
3.66%
4.22%
0.97%
0.92%

USVM Countries


USVM
Segment Benchmark
100.00%
100.00%

USVM Regions


USVM
Segment Benchmark
100.00%
100.00%

USVM Economic Development


USVM
Segment Benchmark
100.00%
100.00%

USVM Performance Statistics

0.98
0.93
0.97
0.93
0.17%
MSCI USA Small Cap Index

USVM BENCHMARK COMPARISON HOLDINGS

522
1803
522
33.54%

USVM BENCHMARK COMPARISON SUMMARY


USVM
Segment Benchmark
522
1803
$2.95B
$3.96B
33.50
41.11
1.52
2.23
2.22%
1.58%
Low
Low

USVM BENCHMARK COMPARISON MARKET CAP SIZE


USVM
Segment Benchmark
0.00%
0.03%
44.28%
62.81%
45.19%
33.87%
10.53%
3.28%