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

42 bp

EXPENSES

$44.6 M

ASSETS UNDER MGMT

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorCompass Efficient Model Portfo
CategoryUS
Asset classEquity
Websitelink...
Inception dateJul 31, 2014
Assets (mns)$45
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
ARMSTRONG WORLD INDUSTRIES 0.4 %
NEWMARKET CORP 0.4 %
CBIZ INC 0.4 %
PARSONS CORPORATION 0.4 %
ASSURED GUARANTY LTD 0.4 %
UNIVERSAL CORP/VA 0.4 %
GRAND CANYON EDUCATION INC 0.4 %
BELLRING BRANDS, INC. CLASS A 0.4 %
NELNET INC-CL A 0.4 %
FIRSTCASH, INC. 0.4 %
Constituent Breakdown
Number of holdings504
Herfindahl-Hirschman Index 22
Wgt avg mkt cap (mns)$3,404
Large cap (>$10bn)2.4%
Mid cap ($2-10bn)70.2%
Small cap (<$2bn)27.1%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 94.7 %
BERMUDA 1.2 %
PUERTO RICO 0.7 %
Historical Performance


Standardized Performance (as of 05/31/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 4.6% 3.7% -1.9% -3.9% 8.6% -- 4.5%
Volatility 17.3% 13.2% 13.3% 15.6% 18.5% -- --
Market Correlations
versus...BetaR-squared
S&P 5000.5054%
MSCI EAFE0.4744%
MSCI Emg Mkts0.3019%
Liquidity Measures
Avg. volume (000)4
Turnover0.4%
Avg. Bid/Ask (% of price)0.14%
ADV of underlying (mns)$20,481
Technical Indicators
Recent close$49.60
30d moving avg.$51.00
Annualized volatility12.2%
Relative strength (RSI)51
Short interest (ETF)0.0%
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 --%
1.0 13.7 1.6 1.9% --
Based on closing prices from 6/13/2024
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 Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

CSF

7.6%

Cat. Avg

5.8%

Fund Category: US

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™7.6%
Recommendation

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.

Category Overview
There are 892 funds in the US category, with an average ALTAR Score™ of 5.8% and a standard deviation of 2.8%. CSF's ALTAR Score™ is approximately 0.7 standard deviations above the category average. This places CSF in the 75th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
CSF
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown

 

Market Activity
Latest price
Change
Volume
Bid/Ask Spread
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Today's Trading

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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. -- -- --
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .