VSMV

VictoryShares U.S. Multi-Factor Minimum Volatility ETF
*Unless otherwise stated, data provided by FactSet.

VSMV Fund Description

VSMV tracks an index of large- and midcap US stocks, selected and weighted based on multiple factors. ETF optimization and constraints are used in order to minimize volatility.

VSMV Factset Analytics Insight

VSMV aims to provide enhanced, risk-adjusted equity returns, while seeking to minimize volatility. The fund pulls its holdings from the Nasdaq US Large MidCap Index by scoring components on nine fundamental and technical factors—such as earnings quality, growth, momentum, and profitability—and selecting the top 20%. The fund optimizes the weight of each stock to minimize overall portfolio volatility while staying within the bounds of a series of industry and security constraints. Although VSMV seeks to offer a diversified portfolio with better returns, it faces stiff competition in the increasingly crowded total-market US equity space. The underlying index is reconstituted and rebalanced on a semi-annual basis.

VSMV MSCI ESG Analytics Insight

VictoryShares U.S. Multi-Factor Minimum Volatility ETF has an MSCI ESG Fund Rating of A based on a score of 6.63 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 U.S. Multi-Factor Minimum Volatility ETF ranks in the 58th percentile within its peer group and in the 66th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VSMV 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 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VSMV -1.44% -0.58% 14.67% 18.13% 12.55% -- --
VSMV (NAV) 0.56% 0.27% 16.31% 20.72% 12.66% -- --
MSCI USA IMI 0.37% 2.26% 19.08% 30.79% 19.64% 18.17% 16.11%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VSMV Summary Data

Crestview
06/22/17
Open-Ended Fund
0.35%
$190.94M
$636.88K
0.17%

VSMV Portfolio Data

$435.05B
18.76
6.10
1.59%
N/A
70

VSMV Index Data

Nasdaq Victory US Multi-Factor Minimum Volatility
Multi-Factor
Multi-Factor
MSCI USA IMI

VSMV Portfolio Management

0.35%
-0.91%
-0.43%
-1.48%

VSMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VSMV Fund Structure

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

VSMV Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

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

VSMV Tradability

16,346
$636.88K
3,006
$118.12K
0.17%
$0.07
0.02%
0.60% / -0.54%
None
97.00%
50,000
0.06
0.01%
0.02%
0
$39.08
5

VSMV Sector/Industry Breakdown


VSMV
Segment Benchmark
26.26%
33.75%
20.58%
9.19%
14.58%
13.09%
13.68%
5.23%
11.91%
14.74%
6.62%
14.20%
3.19%
1.18%
0.60%
2.62%

VSMV Top 10 Holdings[View All]

Apple Inc. 6.93%
eBay Inc. 3.57%
Walmart Inc. 3.42%
AbbVie, Inc. 3.21%
Kroger Co. 3.14%
42.66%

VSMV Countries


VSMV
Segment Benchmark
100.00%
99.93%
--
0.07%

VSMV Regions


VSMV
Segment Benchmark
100.00%
100.00%

VSMV Economic Development


VSMV
Segment Benchmark
100.00%
100.00%

VSMV Performance Statistics

0.65
0.65
0.61
0.65
0.53%
MSCI USA IMI

VSMV MSCI ESG Ratings

6.63 / 10
65.84
58.40
3.02%
--
111.82

VSMV Benchmark Comparison Holdings

70
2469
68
19.19%

VSMV Benchmark Comparison Summary


VSMV
Segment Benchmark
70
2469
$435.05B
$504.44B
18.76
31.21
6.10
4.50
1.81%
1.21%
Medium
Low

VSMV Benchmark Comparison Market Cap Size


VSMV
Segment Benchmark
92.27%
87.77%
7.73%
9.78%
0.00%
2.35%
0.00%
0.10%