VSMV aims to provide enhanced, risk-adjusted equity returns, while seeking to minimize volatility. The fund pulls its holdings from the Nasdaq US Large mid-cap Index by scoring components on nine fundamental and technical factorssuch as earnings quality, growth, momentum, and profitabilityand selecting the top 20%. The fund optimizes the weight of each stock to minimize overall portfolio volatility while staying within the bounds of a series of industry and security constraints. Although VSMV seeks to offer a diversified portfolio with better returns, it faces stiff competition in the increasingly crowded total-market US equity space. The underlying index is reconstituted and rebalanced on a semi-annual basis.
公司网站 :
http://www.vcm.com/investment-professionals/victoryshares-etfs/our-victoryshares-etfs/detail/victoryshares-us-multi-factor-minimum-volatility-etf?fund=VSMV
总经理:-
建立时间:2017
公司总部:VictoryShares US Multi-Factor Minimum Volatility ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds