What is USVT?

USVT tracks an equally-weighted index of large and mid-cap stocks listed on NYSE and NASDAQ, selected based on one-year-forward median analyst-projected P/E ratios, per FactSet.

PERFORMANCE [as of 11/25/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USVT 7.84% 1.12% 4.33% 3.56% -- -- --
USVT (NAV) 7.85% 0.95% 4.35% 3.68% -- -- --
Lyrical US Value Index -- -- -- -- -- -- --
MSCI USA IMI Value Index 7.80% 1.83% -3.51% -1.50% 8.56% 8.26% 11.20%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USVT Factset Analytics Insight

USVT creates value-oriented portfolio of large- and mid-cap US stocks using propriety investment screens. The index identifies 200 stocks of the cheapest quintile (e.g. bottom one-fifth) of the top 1,000 stocks by market cap, listed on NYSE and NASDAQ. The cheapest quintile are those with the lowest projected forward price to earnings ratio for the next twelve months. This ratio is determined using the greater of the non-GAAP or GAAP median consensus estimate of forward P/E ratio available as of each quarter-end, per FactSet Research Systems. Each stock in the cheapest quintile is equally weighted, which may result in a portfolio with a mid-cap tilt than the segment benchmark. The index and the fund undergoes quarterly reconstitution and rebalance.

USVT Summary Data

09/14/21
0.49%
$15.87M
Lyrical US Value Index
MSCI USA IMI Value Index
Open-Ended Fund

Peers

MSCI USA IMI Value Index

Fund Flows

$0.00B 5 Days
$0.00B 30 Days
+$0.01B 90 Days

USVT Portfolio Data

$23.17B
5.75
1.36
0.54%
N/A
200

USVT Index Data

Lyrical US Value Index
Equal
Multi-Factor
MSCI USA IMI Value Index

USVT Portfolio Management

0.49%
--
--
--

USVT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

USVT Fund Structure

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

Factset Analytics Block Liquidity

As of 11/28/22

This measurement shows how easy it is to trade a $1 million USD block of USVT. USVT is rated a 4 out of 5.

USVT Tradability

434
$10.69K
200
$4.90K
0.21%
$0.05
0.01%
1.49% / -2.90%
None
100.00%
50,000
0.00
--
0.01%
0
$27.60
4

USVT Sector/Industry Breakdown

USVT Segment
Benchmark
35.96% --
13.98% --
6.94% --
5.48% --
5.39% --
4.71% --
4.65% --
3.61% --
3.07% --
2.62% --

USVT Top 10 Holdings

1.10%
0.60%
0.59%
6.60%

USVT Performance Statistics

0.89
1.28
1.30
1.28
0.68%
MSCI USA IMI Value Index

USVT Countries

USVT Segment
Benchmark
100.00% 99.93%
-- 0.07%

USVT Regions

USVT Segment
Benchmark
100.00% 100.00%

USVT Economic Development

USVT Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

USVT Benchmark Comparison Holdings

200
1646
166
15.73%

USVT Benchmark Comparison Summary

USVT Segment
Benchmark
200 1646
$23.17B $125.77B
5.75 13.24
1.36 2.20
3.02% 2.74%
Low Low

USVT Benchmark Comparison Market Cap Size

USVT Segment
Benchmark
34.68% 84.83%
64.04% 11.43%
0.00% 3.39%
0.00% 0.32%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.