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 23 October 2020
Asset Under Management 18.10 Million (USD)
1 Month Total Return 13.75 %
Year To Date Return -7.47 %
1 Year Total Return -1.86 %
3 Year Annualized Total Return 1.50 %
NAV 45.26
Share Outstanding 400,000
Top 10 Holdings (23 October 2020)
Constituent Name Constituent Ticker Constituent Type Weighting
HOSTESS BRANDS INC TWNK EQUI 0.004185
TOOTSIE ROLL INDS TR EQUI 0.003910
COLUMBIA FINANCIAL INC CLBK EQUI 0.003712
CORCEPT THERAPEUTICS INC CORT EQUI 0.003580
SENSIENT TECHNOLOGIES CORP SXT EQUI 0.003531
MICROSTRATEGY INC-CL A MSTR EQUI 0.003525
WD-40 CO WDFC EQUI 0.003501
BIOSPECIFICS TECHNOLOGIES BSTC EQUI 0.003442
CAPITOL FEDERAL FINANCIAL IN CFFN EQUI 0.003378
PROGRESS SOFTWARE CORP PRGS EQUI 0.003219