VSL

Volshares Large Cap ETF
*Unless otherwise stated, data provided by FactSet.

VSL Fund Description

VSL tracks an equal-weighted index of US large-cap equities determined to have the best probability of short-term appreciation. The fund is rebalanced weekly.

VSL Factset Analytics Insight

VSL’s index uses statistical analysis of market data to identify US large-cap companies with the highest likelihood of appreciation over the upcoming one-week period and the lowest volatility. The quantitative model measures market sentiment for a company using technical metrics such as the proximity of opening and closing prices to their mean, the frequency of price deviations from the mean, security performance, and volatility. The index selects approximately the 25 top-rated names from an index of the 500 largest US companies. VSL is equal-weighted, and is rebalanced and reconstituted at market open each Wednesday.

VSL 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 09/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VSL -1.51% -0.22% 15.88% 33.58% 21.45% -- --
VSL (NAV) -2.45% 0.49% 16.03% 36.16% 21.08% -- --
Volshares Large Cap Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -0.68% 5.38% 19.14% 38.85% 18.06% 18.46% 17.35%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VSL Summary Data

Volshares
02/23/18
Open-Ended Fund
0.65%
$9.56M
$340.82K
0.25%

VSL Portfolio Data

$44.99B
41.43
3.65
3.58%
N/A
24

VSL Index Data

Volshares Large Cap Index
Equal
Technical
MSCI USA Large Cap Index

VSL Portfolio Management

0.65%
--
--
--

VSL Tax Exposures

20.00% / 39.60%
1.71%
Qualified dividends
No

VSL Fund Structure

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

VSL Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

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

VSL Tradability

7,853
$340.82K
380
$16.51K
0.25%
$0.11
0.02%
1.27% / -4.36%
None
100.00%
25,000
0.02
0.02%
0.02%
0
$42.49
4

VSL Sector/Industry Breakdown


VSL
Segment Benchmark
25.09%
5.98%
16.68%
13.60%
12.72%
37.78%
11.97%
14.54%
8.40%
2.22%
8.32%
8.07%
4.22%
1.84%
4.17%
1.53%
4.12%
2.12%

VSL Countries


VSL
Segment Benchmark
100.00%
99.90%
--
0.10%

VSL Regions


VSL
Segment Benchmark
100.00%
100.00%

VSL Economic Development


VSL
Segment Benchmark
100.00%
100.00%

VSL Performance Statistics

0.68
0.82
0.84
0.76
0.51%
MSCI USA Large Cap Index

VSL Benchmark Comparison Holdings

24
290
11
2.29%

VSL Benchmark Comparison Summary


VSL
Segment Benchmark
24
290
$44.99B
$614.29B
41.43
29.96
3.65
5.10
2.12%
1.31%
High
Low

VSL Benchmark Comparison Market Cap Size


VSL
Segment Benchmark
95.87%
100.00%
4.13%
0.00%
0.00%
0.00%
0.00%
0.00%