VictoryShares US 500 Enhanced Volatility Wtd ETFVictoryShares US 500 Enhanced Volatility Wtd ETFVictoryShares US 500 Enhanced Volatility Wtd ETF

VictoryShares US 500 Enhanced Volatility Wtd ETF

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Key stats


Assets under management (AUM)
‪446.79 M‬USD
Fund flows (1Y)
‪−153.63 M‬USD
Dividend yield (indicated)
1.40%
Discount/Premium to NAV
1.3%

About VictoryShares US 500 Enhanced Volatility Wtd ETF


Issuer
Victory Capital Holdings, Inc.
Brand
VictoryShares
Expense ratio
0.37%
Home page
Inception date
Jul 1, 2014
Index tracked
Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index
Management style
Passive
CFO attempts to provide broad exposure to US large-caps while reducing the amount of attendant volatility. To this end, it employs three moving parts: a simple quality screen, low-volatility weighting, and a cash toggle. The quality screen removes firms with negative earnings over the past four quarters. Low-volatility weighting gives more weight to stocks with lower price variability and ignores correlations. CFO then adds a cash toggle that is triggered by a 10% drop from CFA's all-time high and moves 75% into cash. In severe downturns, CFO will leg back in as stock prices drop.

Classification


Asset Class
Equity
Category
Size and style
Focus
Large cap
Niche
Broad-based
Strategy
Multi-factor
Weighting scheme
Technical
Selection criteria
Multi-factor
What's in the fund
Exposure type
StocksBonds, Cash & Other
Finance
Technology Services
Stock breakdown by region
100%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Displays a symbol's price movements over previous years to identify recurring trends.