CFA: Low-Volatility ETFs Have A Sharpe Ratio Problem

VictoryShares US 500 Volatility Wtd ETF implements a simple low-volatility strategy with a portfolio of 500 stocks. CFA is well-diversified with a focus on financials and industrials, and has value characteristics. CFA has underperformed the S&P 500 in return and Sharpe ratio since inception and shows a deeper drawdown, despite lower volatility.

Seeking Alpha • Nov 21, 2024

With the Labor Market Looking Up, ‘CFA' Is Primed for Performance

With a lower unemployment rate and positive job gains reported, the economic outlook for the rest of the year is looking extremely strong, reports Reuters. While earnings season saw some initial concerns of how much growth the large- and mega-caps could continue to produce, as most outperformed yet again, a growing has helped assuage concerns.

ETF Trends • Aug 9, 2021

As Earnings Season Kicks Off, Look to VictoryShares's ‘CFA'

Earnings season has kicked off with extremely strong growth and the expectations of positive numbers from most companies, reports CNBC.  Earnings are showing their strongest rate of growth since 2009 and the post-Great Recession recovery.

ETF Trends • Jul 16, 2021

Divvy Up Your Volatility with the CFA ETF

Some broad market benchmarks may not be as diverse as investors are led to believe. Take the case of the S&P 500 where six stocks – Apple (NASDAQ: AAPL), Microsoft (NASDAQ: MSFT), Amazon (NASDAQ: AMZN), Facebook (NASDAQ: FB) and two share classes of Alphabet (NASDAQ: GOOG) combine for over 21% of the index's weight.

ETF Trends • Jun 15, 2021

Consider a Different Avenue to Low Volatility

This exactly the type of environment in which investors may be inclined to embrace the low volatility factor. However, traditional strategies adhering to that factor are leaving some investors disappointed this year.

ETF Trends • Sep 24, 2020

Score Victory in the Fight Against Volatility With This ETF

Markets appear sanguine for the time being, but as the March swoon reminds investors, volatility can spike at a moment’s notice. That turbulence is one reason why the low volatility factor remains popular, but investors may want to consider different approaches to the factor, including the VictoryShares US 500 Volatility Wtd ETF (CFA).

ETF Trends • Aug 10, 2020

Volatility-Weighted ETFs to Better Balance Market Exposure

Investors who are concerned about concentration risks associated with the traditional market capitalization-weighted indexing approach may consider alternative index strategies, such as volatility-weighted smart beta exchange traded funds that help limit potential drawdowns.

ETF Trends • Mar 18, 2020