CEZ

Fund Description
The Fund seeks to provide investment results that track the performance of the CEMP Emerging Market 500 Volatility Weighted Index before fees and expenses. The CEMP Emerging Market 500 Volatility Weighted Index consists of 500 of the largest emerging market country stocks with consistent positive earnings. These stocks are then weighted based on their standard deviation (volatility). The Index considers emerging market companies to be those that are domiciled in an emerging market country and whose stock trade on a foreign exchange. Emerging markets are generally those with a less-developed economy and per capita income significantly lower than the U.S. or other developed countries. Representative emerging market countries include China (Asia), Brazil (South America), Russia (Europe and Asia), India (Asia) and Egypt (Africa). The Index universe begins with all publicly traded stocks domiciled in the Emerging Market countries, then screens for all companies with consistent net positive earnings for four consecutive quarters. The Index identifies up to the 500 largest Emerging Market stocks by market capitalization. The remaining 500 stocks are weighted based on their daily standard deviation (volatility) over the last 180 trading days compared to the aggregate mean. The Index is reconstituted every March and September.
Fund Profile
Fund Name VictoryShares Emerging Market Volatility Wtd ETF
Fund Exchange Ticker CEZ
Fund Sponsor VictoryShares
Fund ISIN US92647N8570
Net Expense Ratio 0.50 %
Fund Inception Date 23 March 2016
Fund Legal Structure ETF (Open end fund)
Exchange NASDAQ
Listing Country Code US
Fund Investment Objective
ETF Type Specific Global or ExUS Equities - Quant Strat
Asset Class Equities (Stocks)
Index Linked Passive
Index Name CEMP Emerging Market 500 Volatility Weighted Index
Index Provider Compass Efficient Model Portfolios
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Emerging Market Funds
Market Capitalization Range Large Cap
Growth Value Core / Blend
Continent Not Applicable
Key Statistics
Return As of Date 23 October 2020
Asset Under Management 8.17 Million (USD)
1 Month Total Return 2.60 %
Year To Date Return -10.40 %
1 Year Total Return -5.82 %
3 Year Annualized Total Return -5.52 %
NAV 23.35
Share Outstanding 350,000
Top 10 Holdings (23 October 2020)
Constituent Name Constituent Ticker Constituent Type Weighting
CASH AND CASH EQUIVALENTS CASH 0.015298
CHUNGHWA TELECOM CO LTD 2412 EQUI 0.007736
GRUPO ELEKTRA SAB DE CV ELEKTRA* EQUI 0.006095
TAIWAN MOBILE CO LTD 3045 EQUI 0.005027
MAGAZINE LUIZA SA MGLU3 EQUI 0.004944
QL RESOURCES BHD QLG EQUI 0.004773
PRESIDENT CHAIN STORE CORP 2912 EQUI 0.004576
FAR EASTONE TELECOMM CO LTD 4904 EQUI 0.004352
CATHAY FINANCIAL HOLDING CO 2882 EQUI 0.003930
MEGA FINANCIAL HOLDING CO LT 2886 EQUI 0.003783