USVM

VictoryShares USAA MSCI USA Small Cap Value Momentum ETF
*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
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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%
$243.21M
$905.62K
0.19%

USVM Portfolio Data

$2.40B
45.34
0.99
1.37%
06/10/20
491

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%
-0.88%
-0.17%
-1.39%

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 05/29/20
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

24,490
$905.62K
10,057
$407.22K
0.19%
$0.08
0.03%
1.62% / -0.71%
None
100.00%
50,000
0.20
0.05%
0.07%
0
$44.52
5

USVM Top 10 Holdings[View All]

0%

USVM Performance Statistics

0.99
0.99
0.97
1.02
0.29%
MSCI USA Small Cap Index

USVM Benchmark Comparison Holdings

491
1739
497
34.78%

USVM Benchmark Comparison Summary


USVM
Segment Benchmark
491
1739
$2.40B
$3.02B
45.34
34.90
0.99
1.43
2.84%
2.53%
Low
Low

USVM Benchmark Comparison Market Cap Size


USVM
Segment Benchmark
0.00%
0.03%
34.91%
48.09%
47.81%
44.29%
17.29%
7.59%