CIL offers a straightforward low-volatility take on large-cap international stocks. The ETF, launched in August 2015, excludes South Korea and Taiwan, and selects the largest 500 firms with at least four quarters of positive earnings. Still, what really sets the fund apart from market-like exposure is its weighting scheme. CIL allocates in inverse proportion to each stock`s daily volatility over the past 180 trading day, overweighting low-vol stocks. The index applies 20% country cap and 25% sector cap with semi-annual reconstitution each March. The funds closest peers are two sibling funds: CIZ, which offers similar exposure but can move to cash in downturns, and CID, a high-dividend-yield subset of CIL.
公司网站 :
http://www.vcm.com/investment-professionals/victoryshares-etfs/our-victoryshares-etfs/detail/victoryshares-international-volatility-wtd-etf?fund=CIL
总经理:-
建立时间:2015
公司总部:VictoryShares International Volatility Wtd ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds