CSF ETF Factor Report

Data as of market close on: 2/21/2024.

Validea's ETF Factor Report offers a fundamental analysis of any ETF using the major investing factors, including value, quality, momentum, and low volatility.
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VictoryShares US Discv Enh Vol Wtd ETF (CSF)

Total Assets: $49,215,970 Expense Ratio: 0.42% Active Share vs. S&P 500: 100.00% Active Share vs. Russell 2000: 58.65% Fee for Active Share: 0.42% Fee for Value Exposure: 0.55% Highest Scoring Metric: EV/EBITDA
Issuer:VictoryShares Validea Category: Mid-Cap Value Number of Holdings: 500 Median Mkt Cap (mil): $2,544 Average Mkt Cap (mil): $3,265 Implied Liquidity: $183,694,700 Concentration: 14/100
The investment seeks investment results that match the performance of the Nasdaq Victory US Small Cap 500 Long/Cash Volatility Weighted Index before fees and expenses. The fund seeks to achieve its investment objective by investing under normal market conditions at least 80% of its assets directly or indirectly in the securities included in the Nasdaq Victory US Small Cap 500 Long/Cash Volatility Weighted Index. The index identifies the 500 largest U.S. companies with market capitalizations of less than $3 billion measured at the time the index s constituent securities are determined.

Factor Profile

CSF's exposure to the major factors (100 is highest).

CSF Sector Exposure

Largest overweights and underweights relative to the S&P 500

CSF Industry Exposure

Largest overweights and underweights relative to the S&P 500

Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.

Validea.com is a research provider that is owned and operated by The Reese Group, LLC. Validea.com offers model portfolios, screening and stock analysis that is not customized to any individual. No information on Validea.com should be construed as investment advice. Validea Capital Management is a separate investment advisory firm registered with the state of Connecticut. Validea Capital offers investment management services directly to clients and is a separate entity from The Reese Group, LLC. The Reese Group and Validea Capital are affiliated entities and share partial common ownership.