CSF

VictoryShares US Discovery Enhanced Volatility Wtd ETF

Compass EMP US Discovery 500 Enhanced Volatility Weighted Index ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to provide investment results that match the performance of the CEMP US Small Cap 500 Long/Cash Volatility Weighted Index before fees and expenses.


US

EQUITY

Rules-Based

MANAGEMENT STYLE

40.4 M

ASSETS UNDER MGMT

42 bp

EXPENSES
Fund Basics
Fund sponsorCompass Efficient Model Portfo
CategoryUS
Asset classEquity
Websitelink...
Inception dateJul 31, 2014
Assets (mns)$40
Expense ratio42 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-End Investment Company
DistributionsQuarterly
Taxation1099
Stock selectionMulti-Factor
WeightingTechnical
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
CRANE HOLDINGS, CO. 0.6 %
NELNET INC-CL A 0.4 %
KIRBY CORP 0.4 %
MGE ENERGY INC 0.4 %
MGIC INVESTMENT CORP 0.4 %
MDU RESOURCES GROUP INC 0.4 %
CARPENTER TECHNOLOGY 0.4 %
RADIAN GROUP INC 0.4 %
VERRA MOBILITY CORP. CLASS A 0.4 %
NMI HOLDINGS INC-CLASS A 0.4 %
Constituent Breakdown
Number of holdings501
Herfindahl-Hirschman Index 23
Wgt avg mkt cap (mns)$3,786
Large cap (>$10bn)2.2%
Mid cap ($2-10bn)80.8%
Small cap (<$2bn)16.5%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 95.6 %
BERMUDA 1.3 %
PUERTO RICO 0.8 %
Historical Performance


Standardized Performance (as of 09/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 12.2% 16.0% 2.9% -1.3% 10.5% -- 5.1%
Volatility 17.3% 13.2% 13.3% 15.6% 18.5% -- --
Market Correlations
versus...BetaR-squared
S&P 5000.5043%
MSCI EAFE0.4838%
MSCI Emg Mkts0.3216%
Liquidity Measures
Avg. volume (000)4
Turnover0.5%
Avg. Bid/Ask (% of price)0.14%
ADV of underlying (mns)$16,925
Technical Indicators
Recent close$53.81
30d moving avg.$53.21
Annualized volatility13.7%
Relative strength (RSI)51
Short interest (ETF)1.0%
Short interest (underlying)5.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: CSF vs. Comps (1 YR)

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
1.1 14.0 1.9 4.6% --
Based on closing prices from 10/9/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
CSF



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

OVERWEIGHT

Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.

ALTAR Score™

CSF

6.5%

Cat. Avg

5.5%


ALTAR Score™ Calculation

Category Overview
There are 933 funds in the US Equity category, with an average ALTAR Score™ of 5.5% and a standard deviation of 2.4%. CSF's ALTAR Score™ is approximately 0.4 standard deviations above the category average. This places CSF in the 65th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

CSF
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Rules-Based
US Equity ETFs
# of ETFs 609
Avg. Expense Ratio 46.6 bp
Std. Deviation 32.9 bp
CSF (42 bp) Percentile rank 45
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
CSF 42.0 13.8 55.8
Peer Avg. 29.5 13.7 43.3
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .