CFO attempts to provide broad exposure to US large-caps while reducing the amount of attendant volatility. To this end, it employs three moving parts: a simple quality screen, low-volatility weighting, and a cash toggle. The quality screen removes firms with negative earnings over the past four quarters. Low-volatility weighting gives more weight to stocks with lower price variability and ignores correlations. CFO then adds a cash toggle that is triggered by a 10% drop from CFA's all-time high and moves 75% into cash. In severe downturns, CFO will leg back in as stock prices drop.
公司网站 :
https://www.vcm.com/products/victoryshares-etfs/victoryshares-etfs-list/victoryshares-us-500-enhanced-volatility-wtd-etf
总经理:-
建立时间:2014
公司总部:VictoryShares US 500 Enhanced Volatility Wtd ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds