The VictoryShares US Multi-Factor Minimum Volatility ETF offers exposure to large- and mid-cap US stocks in a portfolio that seeks to minimize volatility and maximize risk-adjusted returns. The fund seeks to provide investment results that track the performance of the Nasdaq Victory US Multi-Factor Minimum Volatility Index before fees and expenses.
Nasdaq Victory US Multi-Factor Minimum Volatility Index
- Employs a two-step approach that aims to deliver superior risk-adjusted equity returns, while seeking to minimize the overall portfolio volatility.
- Uses a screening model based on fundamental factors—such as earnings quality, momentum, profitability, and valuation—to help identify stocks most likely to outperform.
- Seeks to minimize overall portfolio volatility by weighting stocks based on the correlation of assets and a series of constraints.
- The index is reconstituted/rebalanced semi-annually.