VictoryShares US Large Cap High Div Volatility Wtd ETF (CDL)
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Learn moreETF Summary
The fund seeks to achieve its investment objective by investing at least 80% of its assets directly or indirectly in the securities included in the Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index. The index universe begins with the stocks included in the Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index, a volatility weighted index comprised of the 500 largest U.S. companies by market capitalization with positive earnings over the last twelve months.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 20.93% |
| 5y Average Return | 10.49% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.49 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
CDL | Category Average | CDL | Category Average | CDL | Category Average |
|
Alpha
|
2.26 | -1.5 | 0.25 | -0.83 | -1.38 | -2.31 |
|
BETA
|
0.49 | 0.78 | 0.64 | 0.79 | 0.8 | 0.91 |
|
Mean Annual Return
|
1.24 | 1.3 | 0.84 | 0.89 | 0.93 | 1 |
|
R-squared
|
26.94 | 64.86 | 48.67 | 72.67 | 65.94 | 80.07 |
|
Standard Deviation
|
12.05 | -- | 14.42 | -- | 15.51 | -- |
|
Sharpe Ratio
|
0.86 | 0.85 | 0.42 | 0.49 | 0.55 | 0.62 |
|
Treynor Ratio
|
21.54 | 14.08 | 8.48 | 8.21 | 9.8 | 9.64 |
