Key stats
About VictoryShares US 500 Enhanced Volatility Wtd ETF
Expense ratio
0.40%
Home page
Inception date
Jul 2, 2014
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
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Technology Services
Stocks99.61%
Finance16.08%
Technology Services10.12%
Electronic Technology9.40%
Health Technology8.02%
Utilities7.18%
Producer Manufacturing7.07%
Consumer Non-Durables7.02%
Retail Trade5.52%
Consumer Services5.13%
Process Industries4.14%
Energy Minerals3.39%
Industrial Services3.22%
Commercial Services2.72%
Transportation2.52%
Distribution Services2.30%
Health Services2.14%
Consumer Durables1.67%
Non-Energy Minerals1.12%
Communications0.69%
Miscellaneous0.15%
Bonds, Cash & Other0.39%
Cash0.39%
Stock breakdown by region
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history