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OMFL
Oppenheimer

Russell 1000 Dynamic Multifactor ETF

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Overview
NAV
  • A
(as of 08/17/2018)
$28.12
Daily Change
(as of 08/17/2018)
$0.12
0.44%
YTD
(as of 08/17/2018)
8.37%
Expense Ratio
(as of 08/17/2018)
0.29%

The Oppenheimer Russell 1000 Dynamic Multifactor ETF gives investors access to a selection of companies in the Russell 1000 Index through exposure to a subset of the low volatility, momentum, quality, size and value factors.

Why OMFL?
1. Provides access to a portfolio of U.S. large- and mid-cap stocks that score well for exposure to specific factors, including momentum, value, quality, size and low volatility.
2. Seeks to maximize exposure to these factors, which have historically driven long-term returns that outperform the broad market.
3. Capitalizes on the cyclicality of factor performance by employing a dynamic overlay that looks at leading economic indicators and market sentiment to determine the current market environment and then increases exposure to the factors that fare best in that environment.

Why Consider a Factor Strategy?

Combining multiple factors can provide investors with tools to construct more efficient portfolios.

Smart beta factors img2
Total Assets
(as of 08/17/2018)
$157.00 MM
Number of Holdings
(as of 08/17/2018)
226
Inception Date
November 8, 2017
Investment Style
Multifactor Strategy
Tracked Index
Russell 1000 OFI Dynamic Multifactor Index
Industry Benchmark
Russell 1000® Index
Bloomberg Index Ticker
OMFLTR
Reuters Bridge Ticker
OMFL.IV
ISIN
US68386C7240
CUSIP
68386C724
Closing Price
(as of 08/17/2018)
$28.15
Midpoint Price
(as of 08/17/2018)
$28.12
Premium/Discount
(as of 08/17/2018)
0.0%
Performance
Average Annual Total Returns
Cumulative Returns
Capital Gains Distributions
as of 07/31/2018
as of 06/30/2018

Market Price
Market Price
Market Price
Market Price
Cumulative
1 mo 3 mo ytd as of 2018-06-30
since inception
Russell 1000 Dynamic Multifactor ETF (NAV)
1.40% 2.99% 2.71% 7.26%
Russell 1000® Index
0.65% 3.57% 2.85% 6.41%
Russell 1000 OFI Dynamic Multifactor Index
1.44% 3.10% 2.93% 7.54%
Cumulative
1 mo 3 mo ytd as of 2018-06-30
since inception
Russell 1000 Dynamic Multifactor ETF (Market Price)
1.41% 2.98% 2.66% 7.28%
Russell 1000® Index
0.65% 3.57% 2.85% 6.41%
Russell 1000 OFI Dynamic Multifactor Index
1.44% 3.10% 2.93% 7.54%
Cumulative
1 mo 3 mo ytd as of 2018-07-31
since inception
Russell 1000 Dynamic Multifactor ETF (NAV)
3.71% 7.42% 6.51% 11.23%
Russell 1000® Index
3.45% 6.78% 6.40% 10.09%
Russell 1000 OFI Dynamic Multifactor Index
3.74% 7.52% 6.78% 11.55%
Cumulative
1 mo 3 mo ytd as of 2018-07-31
since inception
Russell 1000 Dynamic Multifactor ETF (Market Price)
3.67% 7.39% 6.44% 11.23%
Russell 1000® Index
3.45% 6.78% 6.40% 10.09%
Russell 1000 OFI Dynamic Multifactor Index
3.74% 7.52% 6.78% 11.55%
Expense Ratio: 0.29%

Year Russell 1000 Dynamic Multifactor ETF Russell 1000® Index Russell 1000 OFI Dynamic Multifactor Index

Date Russell 1000 Dynamic Multifactor ETF
11/8/2017 0.00
11/9/2017 -0.32
11/10/2017 -0.28
11/11/2017 -0.28
11/12/2017 -0.28
11/13/2017 -0.04
11/14/2017 0.04
11/15/2017 -0.64
11/16/2017 0.36
11/17/2017 0.00
11/18/2017 0.00
11/19/2017 0.00
11/20/2017 0.24
11/21/2017 0.88
11/22/2017 0.60
11/23/2017 0.60
11/24/2017 0.80
11/25/2017 0.80
11/26/2017 0.80
11/27/2017 1.00
11/28/2017 1.96
11/29/2017 2.04
11/30/2017 3.00
12/1/2017 2.68
12/2/2017 2.68
12/3/2017 2.68
12/4/2017 2.72
12/5/2017 2.44
12/6/2017 2.52
12/7/2017 2.72
12/8/2017 3.28
12/9/2017 3.28
12/10/2017 3.28
12/11/2017 3.44
12/12/2017 3.68
12/13/2017 3.96
12/14/2017 3.60
12/15/2017 4.56
12/16/2017 4.56
12/17/2017 4.56
12/18/2017 4.88
12/19/2017 4.76
12/20/2017 4.56
12/21/2017 4.48
12/22/2017 4.40
12/23/2017 4.40
12/24/2017 4.40
12/25/2017 4.40
12/26/2017 4.52
12/27/2017 4.64
12/28/2017 4.82
12/29/2017 4.41
12/30/2017 4.41
12/31/2017 4.41
1/1/2018 4.41
1/2/2018 4.82
1/3/2018 5.38
1/4/2018 5.82
1/5/2018 6.62
1/6/2018 6.62
1/7/2018 6.62
1/8/2018 6.86
1/9/2018 6.86
1/10/2018 6.38
1/11/2018 7.42
1/12/2018 8.03
1/13/2018 8.03
1/14/2018 8.03
1/15/2018 8.03
1/16/2018 7.26
1/17/2018 8.43
1/18/2018 8.19
1/19/2018 9.03
1/20/2018 9.03
1/21/2018 9.03
1/22/2018 9.55
1/23/2018 9.79
1/24/2018 9.59
1/25/2018 9.63
1/26/2018 10.55
1/27/2018 10.55
1/28/2018 10.55
1/29/2018 9.43
1/30/2018 8.35
1/31/2018 8.23
2/1/2018 8.19
2/2/2018 5.98
2/3/2018 5.98
2/4/2018 5.98
2/5/2018 2.25
2/6/2018 3.61
2/7/2018 3.41
2/8/2018 -0.40
2/9/2018 0.84
2/10/2018 0.84
2/11/2018 0.84
2/12/2018 2.21
2/13/2018 2.57
2/14/2018 4.13
2/15/2018 5.06
2/16/2018 5.06
2/17/2018 5.06
2/18/2018 5.06
2/19/2018 5.06
2/20/2018 4.66
2/21/2018 4.33
2/22/2018 4.21
2/23/2018 5.70
2/24/2018 5.70
2/25/2018 5.70
2/26/2018 6.46
2/27/2018 5.14
2/28/2018 4.13
3/1/2018 3.13
3/2/2018 3.73
3/3/2018 3.73
3/4/2018 3.73
3/5/2018 4.90
3/6/2018 5.70
3/7/2018 5.82
3/8/2018 6.14
3/9/2018 7.95
3/10/2018 7.95
3/11/2018 7.95
3/12/2018 7.79
3/13/2018 7.42
3/14/2018 6.90
3/15/2018 6.66
3/16/2018 7.27
3/17/2018 7.27
3/18/2018 7.27
3/19/2018 6.31
3/20/2018 6.71
3/21/2018 6.75
3/22/2018 4.26
3/23/2018 2.08
3/24/2018 2.08
3/25/2018 2.08
3/26/2018 4.62
3/27/2018 3.13
3/28/2018 2.69
3/29/2018 4.14
3/30/2018 4.14
3/31/2018 4.14
4/1/2018 4.14
4/2/2018 1.92
4/3/2018 3.09
4/4/2018 4.18
4/5/2018 4.74
4/6/2018 2.57
4/7/2018 2.57
4/8/2018 2.57
4/9/2018 2.77
4/10/2018 4.18
4/11/2018 3.53
4/12/2018 4.22
4/13/2018 3.98
4/14/2018 3.98
4/15/2018 3.98
4/16/2018 4.98
4/17/2018 5.99
4/18/2018 6.03
4/19/2018 5.06
4/20/2018 4.26
4/21/2018 4.26
4/22/2018 4.26
4/23/2018 4.30
4/24/2018 2.89
4/25/2018 3.13
4/26/2018 4.38
4/27/2018 4.30
4/28/2018 4.30
4/29/2018 4.30
4/30/2018 3.53
5/1/2018 3.49
5/2/2018 2.53
5/3/2018 2.49
5/4/2018 3.69
5/5/2018 3.69
5/6/2018 3.69
5/7/2018 3.89
5/8/2018 3.89
5/9/2018 4.66
5/10/2018 5.58
5/11/2018 6.03
5/12/2018 6.03
5/13/2018 6.03
5/14/2018 6.07
5/15/2018 5.34
5/16/2018 5.79
5/17/2018 5.62
5/18/2018 5.58
5/19/2018 5.58
5/20/2018 5.58
5/21/2018 6.43
5/22/2018 5.83
5/23/2018 6.39
5/24/2018 6.31
5/25/2018 6.23
5/26/2018 6.23
5/27/2018 6.23
5/28/2018 6.23
5/29/2018 5.18
5/30/2018 6.55
5/31/2018 5.79
6/1/2018 6.91
6/2/2018 6.91
6/3/2018 6.91
6/4/2018 7.76
6/5/2018 7.80
6/6/2018 8.84
6/7/2018 8.84
6/8/2018 9.41
6/9/2018 9.41
6/10/2018 9.41
6/11/2018 9.41
6/12/2018 9.65
6/13/2018 9.12
6/14/2018 9.45
6/15/2018 9.65
6/16/2018 9.65
6/17/2018 9.65
6/18/2018 9.20
6/19/2018 8.69
6/20/2018 8.69
6/21/2018 8.09
6/22/2018 8.37
6/23/2018 8.37
6/24/2018 8.37
6/25/2018 7.08
6/26/2018 7.20
6/27/2018 6.40
6/28/2018 7.00
6/29/2018 7.24
6/30/2018 7.24
7/1/2018 7.24
7/2/2018 7.32
7/3/2018 6.96
7/4/2018 6.96
7/5/2018 7.96
7/6/2018 8.57
7/7/2018 8.57
7/8/2018 8.57
7/9/2018 9.33
7/10/2018 9.98
7/11/2018 9.33
7/12/2018 10.38
7/13/2018 10.66
7/14/2018 10.66
7/15/2018 10.66
7/16/2018 10.18
7/17/2018 10.82
7/18/2018 10.86
7/19/2018 10.66
7/20/2018 10.70
7/21/2018 10.70
7/22/2018 10.70
7/23/2018 10.62
7/24/2018 11.26
7/25/2018 12.27
7/26/2018 12.31
7/27/2018 11.30
7/28/2018 11.30
7/29/2018 11.30
7/30/2018 10.54
7/31/2018 11.22
$ per share as of 08/17/2018

Date 2013 2014 2015 2016 2017
Short Term
Long Term
Total Amount of Distribution
Record Date
Ex Div Date
Pay Date

There is no guarantee of the payment of any dividend or other distributions at any level.

Portfolio

Top Holdings

(51.9% of assets as of 08/17/2018)

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Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Industry
Asset Allocation
Market Cap
Country Russell 1000 Dynamic Multifactor ETF Russell 1000® Index Overweight / Underweight
United States 99.8% 99.8% 0.0%
Net Cash and Equivalents 0.2% - -
Developed Markets Russell 1000 Dynamic Multifactor ETF Russell 1000® Index Overweight / Underweight
Americas 99.8% 99.8% 0.0%
Net Cash and Equivalents 0.2% - -
Emerging Markets Russell 1000 Dynamic Multifactor ETF Russell 1000® Index Overweight / Underweight
Net Cash and Equivalents 0.2% - -
Equity Sector Russell 1000 Dynamic Multifactor ETF Russell 1000® Index Overweight / Underweight
Information Technology 28.6% 25.7% 3.0%
Health Care 15.5% 14.2% 1.3%
Consumer Discretionary 14.7% 12.8% 1.9%
Consumer Staples 13.0% 6.5% 6.5%
Industrials 11.9% 10.0% 1.9%
Energy 6.8% 5.6% 1.2%
Financials 4.5% 14.1% -9.6%
Real Estate 1.8% 3.5% -1.7%
Utilities 1.7% 2.9% -1.1%
Materials 1.1% 2.8% -1.7%
Net Cash and Equivalents 0.2% - -
Industry Russell 1000 Dynamic Multifactor ETF Russell 1000® Index Overweight / Underweight
IT Services 11.8% 4.7% 7.1%
Pharmaceuticals 10.1% 4.3% 5.8%
Oil Gas & Consumable Fuels 6.8% 4.9% 1.8%
Specialty Retail 6.5% 2.2% 4.4%
Internet Software & Services 5.4% 4.8% 0.6%
Technology Hardware Storage & Peripherals 5.1% 4.4% 0.7%
Household Products 4.7% 1.3% 3.4%
Aerospace & Defense 4.7% 2.5% 2.2%
Food & Staples Retailing 3.8% 1.4% 2.4%
Hotels Restaurants & Leisure 3.5% 1.9% 1.6%
Semiconductors & Semiconductor Equipment 3.4% 3.8% -0.4%
Tobacco 2.5% 0.9% 1.6%
Capital Markets 2.5% 2.8% -0.3%
Software 2.4% 6.3% -3.9%
Health Care Providers & Services 2.2% 3.1% -0.9%
Industrial Conglomerates 2.1% 1.4% 0.7%
Media 2.0% 2.2% -0.2%
Insurance 1.9% 2.6% -0.7%
Health Care Equipment & Supplies 1.9% 3.0% -1.1%
Textiles Apparel & Luxury Goods 1.8% 0.8% 1.0%
Asset Allocation Russell 1000 Dynamic Multifactor ETF Russell 1000® Index Overweight / Underweight
Equity 99.6% 100.0% -0.4%
Net Cash and Equivalents 0.2% - -
Market Cap Russell 1000 Dynamic Multifactor ETF Russell 1000® Index Overweight / Underweight
Large 91.3% 82.3% 9.0%
Mid 8.2% 17.3% -9.1%
Net Cash and Equivalents 0.2% - -
Small 0.1% 0.4% -0.3%
Analytics
(As of 07/31/2018)

Dividends
  • B
Est. Frequency
Quarterly
Last Pay Date
6/21/2018
Per Share ($)
$0.0120
12-Month Distribution ($)
$0.1583
Portfolio Characteristics
Fund
Industry Benchmark
Average Market Cap (weighted)
$218.26 B
$203.87 B
Median Market Cap (weighted)
$127.56 B
$92.10 B
P/E Ratio (LTM)
21.93
20.72
P/E Ratio (NTM)
18.71
17.16
Price/Book
5.70
3.32
Price/Sales Ratio
2.65
2.55
Price/Cash Flow Ratio
15.91%
-
Turnover Ratio
-
-
Yields
Standardized Yield
1.76%
Distribution Sources
  • B
Net Income
100.00%
Net Profit from Sale
0.00%
Other Capital Sources
0.00%
Documents
  1. 1. Access Index Definitions
  2. 2. This is a new fund with limited operating history and an inception date of 11/8/17.
  3. 3. Special Risks: An investment in the Fund is subject to investment risk, including the possible loss of principal amount invested.The Fund, seeks to provide exposure to investments based on the following factors: value, momentum, quality, low volatility and size, and to weight such factors based on changes in the economic cycle. There can be no assurance that doing so will enhance the Fund’s performance over time. Investing significantly in a particular region, industry, sector or issuer may increase volatility and risk. Fund returns may not match the return of its respective index, known as non-correlation risk, due to operating expenses incurred by the Fund. Because the Fund is rebalanced quarterly, portfolio turnover may exceed 100%. The greater the portfolio turnover, the greater the transaction costs, which could have an adverse effect on Fund performance.
  4. 4. Holdings are subject to change, and are dollar weighted based on total net assets.
  5. 5. Negative net cash may be the result of a variety of factors including, but not limited to, (1) pending receivables or (2) amounts owed to the fund due to balancing amounts with respect to purchases and redemptions of creation units, but is not the result of the use of leverage.
  6. 6. Standardized yield is based on an SEC standardized formula designed to approximate a Fund's annualized hypothetical current income from securities less expenses for the 30-day period ending and including the most recent month-end or quarter-end and that date's NAV.
  7. A. Daily net asset value and dollar change of the fund is as of the previous business day's closing. Fund net asset values are updated at approximately 7:00pm ET daily.
  8. B. There is no guarantee of the payment of any dividend or other distributions at any level.
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