VictoryShares US Multi-Factor Minimum Volatility ETF
Ticker
VSMV
ISIN
US92647N691
Price
USD 49.24
Change Today
-0.63 / -1.263 %
Price 1 year ago
39.67 / 24.133 %
Morningstar
4
52 Week Low
40.06
52 Week High
50.03
200 Day Moving Average 45.68
45.68
50-day Moving Average
48.36
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.32 |
| Sortino Ratio | 0.27 |
| Maximum Drawdown | -1.3% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -21.80 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.27 |
| Volatility | 2.935% |
| Alpha | +4.09 |
| Beta | None |
| R Squared | +87.45 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.427% |
| Average Annual Volatility | 15.597% |
| Sharpe Ratio | 0.80 |
| Sortino Ratio | 0.72 |
| Maximum Drawdown | -31.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.41 |
Company information
Summary
The investment seeks to provide investment results that track the performance of the Nasdaq Victory US Multi-Factor Minimum Volatility 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 in securities included in the Nasdaq Victory US Multi-Factor Minimum Volatility Index (the "index"). The index utilizes a rules-based approach designed to generate investment returns with less volatility than the broader U.S. market.
Market
US
Category
Large Value
Expense Ratio
0.35%
Fund family
Victory Capital
Morningstar
4
Yield
0.018099999
Exchange
NGM
| Sector | Weight |
|---|---|
| Technology | 24.32% |
| Healthcare | 19.41% |
| Consumer defensive | 16.00% |
| Industrials | 11.26% |
| Energy | 8.89% |
| Consumer cyclical | 7.95% |
| Financial services | 6.20% |
| Communication services | 5.10% |
| Realestate | 0.52% |
| Basic materials | 0.00% |
| Utilities | 0.00% |
| Country | Ratio |
|---|---|
| United States | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 6.75% |
| MSFT | Microsoft Corp | 6.44% |
| JNJ | Johnson & Johnson | 4.03% |
| TGT | Target Corp | 3.82% |
| ORCL | Oracle Corp | 3.57% |
| WMT | Walmart Inc | 3.53% |
| EBAY | eBay Inc | 3.43% |
| ABBV | AbbVie Inc | 3.39% |
| VZ | Verizon Communications Inc | 3.39% |
| MMM | 3M Co | 3.27% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IQSA.L | Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF | IE00BJQRDN1 | LSE | 0.60% | 5 | +5.88 | -- |
| JPGL.L | JPM Global Equity Multi-Factor UCITS ETF | IE00BJRCLL9 | LSE | 0.19% | 4 | -- | -- |
| JPLG.L | JPM Global Equity Multi-Factor UCITS ETF | IE00BJRCLL9 | LSE | 0.19% | 4 | -- | -- |
| MFDX | PIMCO RAFI Dynamic Multi-Factor International Equity ETF | PCX | 0.39% | 4 | +3.06 | ||
| MFEM | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | US72202L389 | PCX | 0.51% | 4 | -8.82 | |
| MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | PCX | 0.29% | 4 | +8.69 | ||
| VSMV | VictoryShares US Multi-Factor Minimum Volatility ETF | US92647N691 | NGM | 0.35% | 4 | +4.09 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.