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 multi-factor 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 more weight.

USVM MSCI ESG Analytics Insight

VictoryShares USAA MSCI USA Small Cap Value Momentum ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.90 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. VictoryShares USAA MSCI USA Small Cap Value Momentum ETF ranks in the 26th percentile within its peer group and in the 27th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

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.

PERFORMANCE [as of 07/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USVM -2.91% -0.95% 17.75% 49.18% 9.79% -- --
USVM (NAV) -1.68% 0.10% 18.80% 47.30% 10.15% -- --
MSCI U.S.A. Small Cap Select Value Momentum Blend Index -1.65% 0.19% 19.11% 48.50% 10.92% -- --
MSCI USA Small Cap Index -1.69% -1.63% 16.58% 50.92% 13.77% 15.16% 13.47%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USVM Summary Data

Crestview
10/24/17
Open-Ended Fund
0.24%
$290.64M
$492.37K
0.10%

USVM Portfolio Data

$3.65B
32.13
1.90
0.50%
N/A
529

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%
-1.05%
-0.30%
-4.50%

USVM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

USVM Fund Structure

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

USVM Factset Analytics Block Liquidity

As of 07/30/21
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

6,950
$492.37K
4,695
$331.17K
0.10%
$0.07
0.02%
0.24% / -0.27%
None
98.00%
50,000
0.09
0.03%
0.07%
0
$70.75
5

USVM Sector/Industry Breakdown


USVM
Segment Benchmark
22.69%
13.35%
19.46%
22.93%
14.51%
16.06%
13.27%
14.04%
11.70%
14.32%
6.12%
5.44%
3.82%
4.08%
3.40%
3.81%
1.93%
1.97%
1.75%
0.65%

USVM Countries


USVM
Segment Benchmark
99.77%
99.95%
0.23%
0.05%

USVM Regions


USVM
Segment Benchmark
100.00%
100.00%

USVM Economic Development


USVM
Segment Benchmark
100.00%
100.00%

USVM Performance Statistics

0.96
1.02
0.95
1.03
0.30%
MSCI USA Small Cap Index

USVM MSCI ESG Ratings

4.90 / 10
26.80
26.09
0.86%
7.96%
120.93

USVM Benchmark Comparison Holdings

529
1871
528
29.97%

USVM Benchmark Comparison Summary


USVM
Segment Benchmark
529
1871
$3.65B
$5.48B
32.13
179.65
1.90
2.87
0.74%
0.99%
Low
Low

USVM Benchmark Comparison Market Cap Size


USVM
Segment Benchmark
1.16%
2.84%
52.10%
74.83%
43.65%
21.42%
3.10%
0.92%