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 ESG Analytics Insight

Volshares Large Cap ETF has an MSCI ESG Fund Rating of A based on a score of 6.66 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. Volshares Large Cap ETF ranks in the 43th percentile within its peer group and in the 13th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

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 01/26/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VSL -9.18% -9.19% -11.85% 5.17% 19.77% -- --
VSL (NAV) -10.14% -9.78% -12.78% 3.87% 19.34% -- --
Volshares Large Cap Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -- -- -- -- -- -- --
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%
$7.42M
$38.41K
0.18%

VSL Portfolio Data

$58.48B
19.79
2.68
9.04%
N/A
25

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%
4.18%
Qualified dividends
No

VSL Fund Structure

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

VSL Factset Analytics Block Liquidity

As of 01/27/22
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

931
$38.41K
399
$17.24K
0.18%
$0.08
0.00%
1.02% / -0.85%
None
100.00%
25,000
0.02
0.02%
0.02%
0
$36.78
4

VSL Top 10 Holdings[View All]

39.87%

VSL Countries


VSL
Segment Benchmark
96.04%
99.90%
3.96%
--
--
0.10%

VSL Regions


VSL
Segment Benchmark
96.04%
100.00%
3.96%
--

VSL Economic Development


VSL
Segment Benchmark
100.00%
100.00%

VSL Performance Statistics

0.64
0.82
0.86
0.80
0.59%
MSCI USA Large Cap Index

VSL MSCI ESG Ratings

6.66 / 10
13.27
42.92
3.89%
--
258.11

VSL Benchmark Comparison Holdings

25
296
14
3.43%

VSL Benchmark Comparison Summary


VSL
Segment Benchmark
25
296
$58.48B
$714.25B
19.79
27.07
2.68
5.09
1.57%
1.27%
High
Low

VSL Benchmark Comparison Market Cap Size


VSL
Segment Benchmark
100.00%
99.97%
0.00%
0.03%
0.00%
0.00%
0.00%
0.00%