CIL
VictoryCEMPInternationalVolatilityWtdIndexETF
ETF.comSegment:Equity:DevelopedMarketsEx-U.S.LargeCap
CILFundDescription
OverallRating
TheVictoryCEMPInternationalVolatilityWtdETFtracksanindexofdeveloped-marketequities
outsidetheUS.Theindexscreensfor4quartersofpositiveearningsandweightsitssecurities
inverselybyvolatility.
CILFactSetAnalyticsInsight
CILoffersastraightforwardlow-volatilitytakeonlarge-capinternationalstocks—withasmall
twist.TheETF,launchedinAugust
2015,excludesSouthKoreaand
Taiwan,andselectsthelargest500
firmswithatleast4quartersof
positiveearnings.Still,whatreally
setsthefundapartfrommarketlike
exposureisitsweightingscheme.
CILallocatesininverseproportionto
eachstock’sdailyvolatilityoverthepast180tradingdays.JapanandtheUKleadtheresulting
basket.Weexpectthelow-volweightingtoproducelowbetarelativetoourMSCIcap-weighted
benchmark.Thefund’sclosestpeersare2sisterfunds:CIZ,whichofferssimilarexposurebut
canmovetocashindownturns;andCID,ahigh-dividend-yieldsubsetofCIL.Theissuer,
CompassEMP,isrelativelynewtoETFs,albeitwithagrowingnumberoffundsandassets.
“ CILallocatesininverse
proportiontoeachstock's
dailyvolatility ”
CILIndexData
IndexTracked
CEMPInternational500VolatilityWeightedIndex
IndexWeightingMethodology
Volatility
IndexSelectionMethodology
Earnings
SegmentBenchmark
MSCIWorldEx-USALargeCap
RatingDetails
N/A
N/A
N/A
N/A
asof09/30/16
N/A
SegmentAverage
CILSummaryData
Issuer
VictoryCapitalManagement
InceptionDate
08/19/15
LegalStructure
Open-EndedFund
ExpenseRatio
0.45%
AssetsUnderManagement
$13.59M
AverageDaily$Volume
$186.7K
CILPortfolioData
Price/EarningsRatio
16.38
Price/BookRatio
1.73
DistributionYield
2.04%
NextEx-DividendDate
12/13/16
RelatedETFstoCIL
TopCompetingETFs
CIZ,CID,DOO
EFFICIENCY
CILPortfolioManagement
N/A
TotalReturns
1Year
20.0%
10.0%
ExpenseRatio
0.45%
MedianTrackingDifference(12Mo)
--
Max.UpsideDeviation(12Mo)
--
Max.DownsideDeviation(12Mo)
--
CILTaxExposures
MaxLT/STCapitalGainsRate 20.00%/39.60%
CapitalGainsDistributions(3Year)
0.0%
TaxonDistributions
--
Qualifieddividends
DistributesK1
No
CILFundStructure
LegalStructure
Nov
Jan2016
Performance
Mar
1Month
May
3Month
YTD
Jul
1Year
Sep
3Years
5Years
10Years
CIL
0.12%
5.85%
1.87%
0.55%
--
--
--
CIL(NAV)
0.77%
7.07%
2.60%
9.56%
--
--
--
--
--
--
--
--
--
--
1.28%
7.37%
2.85%
8.91%
-0.53%
6.11%
--
CEMPInternational500
VolatilityWeightedIndex
MSCIWorldEx-USALarge
Cap
Open-EndedFund
OTCDerivativeUse
SecuritiesLendingActive
SecuritiesLendingSplit(Fund/Issuer)
ETNCounterparty
ETNCounterpartyRisk
No
No
0%/100%
N/A
N/A
FundClosureRisk
High
PortfolioDisclosure
Daily
Allreturnsover1yearareannualiz ed.Allreturnsaretotalreturnsunlessotherwisestated.
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TRADABILITY
N/A
CILFactSetAnalyticsBlockLiquidity
AVERAGESPREAD
3.6%
5
4
2.7%
3
1.8%
2
0.9%
1
0%
Thismeasurementshows
howeasyitistotrade
25,000sharesofC IL.C ILis
rateda4outof5.
CILTradability
Avg.DailyShareVolume
PREMIUM/DISCOUNT
10.0%
5,100
AverageDaily$Volume
$186.7K
MedianDailyShareVolume
0.0%
471
MedianDailyVolume($)
$17.34K
AverageSpread(%)
0.30%
AverageSpread($)
-10.0%
$0.1
MedianPremium/Discount(12Mo)
Max.Premium/Discount(12Mo)
VOLUME
300K
200K
100K
OCT
`16
APR
JUL
0.17%
6.14%/-4.32%
ImpedimenttoCreations
None
MarketHoursOverlap
100.00%
CreationUnitSize(Shares)
50,000
CreationUnit/Day(45DayAverage)
`16
0.01
CreationUnitCost(%)
0.02%
UnderlyingVolume/Unit
0.00%
OpenInterestonETFOptions
--
NetAssetValue(Yesterday)
$33.72
ETF.comImpliedLiquidity
4
FIT
CILBenchmarkComparison
N/A
CILSector/IndustryBreakdown
S ec tor
CILTop10Holdings
CIL Benc hmark
--
CIL
452Holdings
SharedHoldings
238(Count)
Financials
24.25%
21.87%
Industrials
18.70%
12.11%
ConsumerCyclicals
13.37%
12.18%
ConsumerNon-Cyclicals
10.11%
12.90%
Large
Healthcare
CILGeographicExposure
7.42%
13.59%
(>12.9B)
BasicMaterials
Countries
6.72%
6.70%
CIL
Benc hmark
TotalTop10Weighting
0.00%
Regions
CIL
Benc hmark
23.71%
4.29%
Europe
50.88%
63.47%
Utilities
UnitedKingdom
12.95%
5.74%
19.88%
3.22%
Asia-Pacific
35.24%
33.31%
Telecommunications
Canada
10.08%
5.24%
NorthAmerica
12.89%
2.94%
0.98%
0.28%
6.06%
2.87%
Energy
HongKong
2.03%
7.05%
Switzerland
6.53%
10.22%
Germany
5.84%
9.78%
Australia
4.63%
7.57%
Spain
3.14%
3.18%
Other
11.86%
10.12%
7.08%
0.81%
Benchmark
26.29B
67.46B
58.10%
90.21%
Mid(>2.7B)
41.90%
CILPerformanceStatistics
S mall
0.00%
9.68%
SizeSplit
19.19%
6.41%
8.84%
CIL
WeightedAverage
MarketCap
Technology
Japan
Services
France
Benchmark
436Constituents
52.20%(Weight)
MiddleEast&Africa
Developed/
EmergingSplit
100.00%/
98.00%/
0.00%
2.00%
GoodnessofFit(R 2)
(>600M)
Mic
Betaro
0.11%
0.91
0.00%
0.00%
0.86
(<600M)
UpBeta
0.86
Price/Earnings
16.38
25.21
Ratio
DownBeta
0.94
Price/BookRatio
1.73
1.52
DownsideStandardDeviation
0.35%
DividendYield
2.89%
3.50%
SegmentBenchmark
NumberOf
452
436
MSCIWorldEx-USALargeCap
Holdings
Concentration
Low
Low
21.76%
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|Vic toryCEMPInternationalVolatilityWtdIndexETF|01Oc tober2016
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