USVM

VictoryShares USAA MSCI USA Small Cap Value Momentum ETF
B

83
*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
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USVM -0.39% -0.57% 12.94% -1.86% -- -- --
USVM (NAV) -0.37% -0.49% 12.92% -1.72% -- -- --
MSCI U.S.A. Small Cap Select Value Momentum Blend Index -0.32% 0.33% 14.07% -0.73% -- -- --
MSCI USA Small Cap Index -1.64% -0.23% 18.21% 1.83% 11.23% 9.75% 12.44%
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%
$196.68M
$2.33M
0.11%

USVM Portfolio Data

$3.10B
-37.93
1.51
1.30%
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%
-0.17%
-1.00%

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 -

USVM Factset Analytics Block Liquidity

As of 10/18/19
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

46,202
$2.33M
5,012
$249.77K
0.11%
$0.05
0.04%
0.88% / -0.45%
None
100.00%
50,000
0.10
0.05%
0.07%
0
$50.97
5

USVM Sector/Industry Breakdown


USVM
Segment Benchmark
29.07%
26.82%
15.85%
13.05%
13.38%
12.73%
12.46%
14.30%
12.46%
15.72%
5.19%
5.36%
4.28%
4.49%
3.39%
3.29%
2.81%
3.33%
1.10%
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
0.96
0.94
0.18%
MSCI USA Small Cap Index

USVM Benchmark Comparison Holdings

522
1793
524
35.90%

USVM Benchmark Comparison Summary


USVM
Segment Benchmark
522
1793
$3.10B
$4.01B
-37.93
43.40
1.51
2.10
2.00%
1.69%
Low
Low

USVM Benchmark Comparison Market Cap Size


USVM
Segment Benchmark
0.00%
0.03%
44.42%
61.65%
45.70%
34.52%
9.89%
3.81%