AUSF seeks to outperform traditional market capitalization weighted indexes by allocating across three factors – minimum volatility, value, and momentum – that have historically demonstrated advantages compared to broad benchmark indexes.
AUSF either allocates to two factors with a 50% / 50% weighting, or all three factors with a weighting of 40% / 40% / 20% depending on the trailing returns of each factor.
Dynamically allocating across multiple factors within one ETF can result in tax efficiencies compared to buying and selling individual factor ETFs.
Key Information |
Trading Details |
Distributions |
Taxes |
NAV | Daily Change | |||
Market Price | Daily Change |
Fund NAV | Market Price | Index | |
---|---|---|---|
Options Details |
Net Assets (%) | Ticker | Name | SEDOL | Shares Held | Market Value |
---|---|---|---|---|---|
Exposure |
ETF Characteristics |
ETF Risk Stats |
NAV | $46.21 | Daily Change | -$0.03 | -0.06% |
Market Price | $46.30 | Daily Change | $0.03 | 0.06% |
Return on Equity | 12.20% | |
Weighted Avg. Market Cap | 98,960 M | |
2024 | 2025 | |
Price-to-earnings | 14.61 | 13.90 |
Price-to-book value | 1.76 | 1.63 |
* The financial statements include the Fund’s disclosures required by Items 7 through 11 of Form N-CSR, which includes the financial statements, financial highlights, and other important information when applicable.
** The financial statements include the Fund’s disclosures required by Items 7 through 11 of Form N-CSR, which includes the financial statements, financial highlights, and other important information when applicable.
Fund NAV | Market Price | Index | |
---|---|---|---|
1 Year | 15.92% | 16.07% | 16.31% |
3 Years | 18.49% | 18.63% | 18.91% |
5 Years | 19.00% | 19.10% | 19.40% |
Since Inception | 12.06% | 12.08% | 12.43% |
Sector | Weight (%) | |
---|---|---|
Financials | 24.1 | |
Communication Services | 14.0 | |
Industrials | 12.8 | |
Health Care | 11.3 | |
Consumer Staples | 10.2 | |
Information Technology | 8.0 | |
Consumer Discretionary | 5.9 | |
Energy | 4.8 | |
Materials | 4.4 | |
Utilities | 3.5 | |
Real Estate | 1.2 |
Source: AltaVista Research, LLC
All Sector, Industry and Geographic breakdowns, where provided, are based on equity positions held by the ETF and exclude cash, currencies, and other holdings.
VERSUS | BETA |
---|---|
S&P 500 | 0.79 |
NASDAQ-100 | 0.44 |
MSCI EAFE | 0.59 |
MSCI Emg. Mkts | 0.33 |
Standard Deviation | 14.90% |
Source: AltaVista Research, LLC
Net Assets (%) | Ticker | Name | SEDOL | Market Price ($) | Shares Held | Market Value ($) |
---|---|---|---|---|---|---|
2.09 | T | AT&T INC | 2831811 | 29.59 | 493,143 | 14,592,101.37 |
2.00 | VZ | VERIZON COMMUNIC | 2090571 | 44.38 | 313,919 | 13,931,725.22 |
1.55 | JNJ | JOHNSON & JOHNSON | 2475833 | 178.43 | 60,675 | 10,826,240.25 |
1.55 | WMT | WALMART INC | 2936921 | 100.51 | 107,228 | 10,777,486.28 |
1.53 | EA | ELECTRONIC ARTS INC | 2310194 | 168.62 | 63,214 | 10,659,144.68 |
1.48 | FYBR | FRONTIER COMMUNI | BP0V999 | 37.26 | 277,703 | 10,347,213.78 |
1.48 | RTX | RTX CORPORATION | BM5M5Y3 | 157.52 | 65,589 | 10,331,579.28 |
1.48 | TMUS | T-MOBILE US INC | B94Q9V0 | 252.76 | 40,805 | 10,313,871.80 |
1.48 | LIN | LINDE PLC | BNZHB81 | 469.52 | 21,929 | 10,296,104.08 |
1.47 | K | KELLANOVA | 2486813 | 79.87 | 128,115 | 10,232,545.05 |
Holdings are subject to change. "Cash" denotes U.S. dollars.