CSA

Fund Description
The Fund seeks to provide investment results that track the performance of the CEMP US Small Cap 500 Volatility Weighted Index before fees and expenses. The Index universe begins with all publicly traded stocks domiciled in the United States that have a market capitalization of less than $3 Billion then screens for all companies with consistent net positive earnings for four consecutive quarters. The Index identifies up to the 500 largest U.S. 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
Fund Profile
Fund Name VictoryShares US Small Cap Volatility Wtd
Fund Exchange Ticker CSA
Fund Sponsor VictoryShares
Fund ISIN US92647N8323
Net Expense Ratio 0.35 %
Fund Inception Date 8 July 2015
Fund Legal Structure ETF (Open end fund)
Exchange NASDAQ
Listing Country Code US
Fund Investment Objective
ETF Type Specific US Equities - Quant Strat
Asset Class Equities (Stocks)
Index Linked Passive
Index Name CEMP US Small Cap 500 Volatility Weighted Index
Index Provider Compass Efficient Model Portfolios
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Small Cap
Growth Value Core / Blend
Continent North America
Key Statistics
Return As of Date 6 August 2020
Asset Under Management 17.09 Million (USD)
1 Month Total Return 9.79 %
Year To Date Return -12.41 %
1 Year Total Return -0.66 %
3 Year Annualized Total Return 1.84 %
NAV 42.72
Share Outstanding 400,000
Top 10 Holdings (7 August 2020)
Constituent Name Constituent Ticker Constituent Type Weighting
NATIONAL GENERAL HLDGS NGHC EQUI 0.005182
WINGSTOP INC WING EQUI 0.004390
MERIDIAN BIOSCIENCE INC VIVO EQUI 0.004369
BJ'S WHOLESALE CLUB HOLDINGS BJ EQUI 0.004291
NELNET INC-CL A NNI EQUI 0.004160
TUPPERWARE BRANDS CORP TUP EQUI 0.004152
WD-40 CO WDFC EQUI 0.004084
HOSTESS BRANDS INC TWNK EQUI 0.004082
ACUSHNET HOLDINGS CORP GOLF EQUI 0.004068
WEIS MARKETS INC WMK EQUI 0.004001