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OMFS
Oppenheimer

Russell 2000 Dynamic Multifactor ETF

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Overview
NAV
  • A
(as of 08/17/2018)
$28.29
Daily Change
(as of 08/17/2018)
$0.15
0.54%
YTD
(as of 08/17/2018)
10.36%
Expense Ratio
(as of 08/17/2018)
0.39%

The Oppenheimer Russell 2000 Dynamic Multifactor ETF gives investors access to a selection of companies in the Russell 2000 Index through exposure to a subset of the low volatility, momentum, quality, size and value factors.

Why OMFS?
1. Provides access to a portfolio of U.S. small-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)
$14.10 MM
Number of Holdings
(as of 08/17/2018)
596
Inception Date
November 8, 2017
Investment Style
Multifactor Strategy
Tracked Index
Russell 2000 OFI Dynamic Multifactor Index
Industry Benchmark
Russell 2000® Index
Bloomberg Index Ticker
OMFSTR
Reuters Bridge Ticker
OMFS.IV
ISIN
US68386C1128
CUSIP
68386C112
Closing Price
(as of 08/17/2018)
$28.14
Midpoint Price
(as of 08/17/2018)
$28.30
Premium/Discount
(as of 08/17/2018)
0.03%
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 2000 Dynamic Multifactor ETF (NAV)
1.08% 6.73% 5.79% 9.22%
Russell 2000® Index
0.72% 7.75% 7.66% 11.86%
Russell 2000 OFI Dynamic Multifactor Index
1.14% 6.91% 6.06% 9.56%
Cumulative
1 mo 3 mo ytd as of 2018-06-30
since inception
Russell 2000 Dynamic Multifactor ETF (Market Price)
1.04% 6.75% 5.79% 9.21%
Russell 2000® Index
0.72% 7.75% 7.66% 11.86%
Russell 2000 OFI Dynamic Multifactor Index
1.14% 6.91% 6.06% 9.56%
Cumulative
1 mo 3 mo ytd as of 2018-07-31
since inception
Russell 2000 Dynamic Multifactor ETF (NAV)
2.36% 8.35% 8.29% 11.80%
Russell 2000® Index
1.74% 8.69% 9.54% 13.81%
Russell 2000 OFI Dynamic Multifactor Index
2.39% 8.47% 8.60% 12.17%
Cumulative
1 mo 3 mo ytd as of 2018-07-31
since inception
Russell 2000 Dynamic Multifactor ETF (Market Price)
2.36% 8.29% 8.29% 11.79%
Russell 2000® Index
1.74% 8.69% 9.54% 13.81%
Russell 2000 OFI Dynamic Multifactor Index
2.39% 8.47% 8.60% 12.17%
Expense Ratio: 0.39%

Year Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Russell 2000 OFI Dynamic Multifactor Index

Date Russell 2000 Dynamic Multifactor ETF
11/8/2017 0.00
11/9/2017 -0.28
11/10/2017 -0.24
11/11/2017 -0.24
11/12/2017 -0.24
11/13/2017 -0.04
11/14/2017 0.32
11/15/2017 -0.08
11/16/2017 1.16
11/17/2017 1.40
11/18/2017 1.40
11/19/2017 1.40
11/20/2017 2.12
11/21/2017 3.04
11/22/2017 2.56
11/23/2017 2.56
11/24/2017 2.56
11/25/2017 2.56
11/26/2017 2.56
11/27/2017 2.36
11/28/2017 4.16
11/29/2017 5.12
11/30/2017 4.92
12/1/2017 4.32
12/2/2017 4.32
12/3/2017 4.32
12/4/2017 4.64
12/5/2017 3.60
12/6/2017 3.20
12/7/2017 3.44
12/8/2017 3.28
12/9/2017 3.28
12/10/2017 3.28
12/11/2017 2.80
12/12/2017 2.72
12/13/2017 3.16
12/14/2017 2.04
12/15/2017 3.76
12/16/2017 3.76
12/17/2017 3.76
12/18/2017 4.72
12/19/2017 4.00
12/20/2017 3.92
12/21/2017 4.12
12/22/2017 3.84
12/23/2017 3.84
12/24/2017 3.84
12/25/2017 3.84
12/26/2017 3.80
12/27/2017 3.72
12/28/2017 4.07
12/29/2017 3.23
12/30/2017 3.23
12/31/2017 3.23
1/1/2018 3.23
1/2/2018 3.63
1/3/2018 3.59
1/4/2018 3.79
1/5/2018 4.23
1/6/2018 4.23
1/7/2018 4.23
1/8/2018 4.27
1/9/2018 4.11
1/10/2018 3.87
1/11/2018 5.80
1/12/2018 6.12
1/13/2018 6.12
1/14/2018 6.12
1/15/2018 6.12
1/16/2018 4.76
1/17/2018 6.08
1/18/2018 5.32
1/19/2018 6.96
1/20/2018 6.96
1/21/2018 6.96
1/22/2018 7.08
1/23/2018 7.41
1/24/2018 6.68
1/25/2018 6.92
1/26/2018 7.37
1/27/2018 7.37
1/28/2018 7.37
1/29/2018 6.52
1/30/2018 5.68
1/31/2018 5.00
2/1/2018 5.24
2/2/2018 2.91
2/3/2018 2.91
2/4/2018 2.91
2/5/2018 -0.74
2/6/2018 0.30
2/7/2018 0.46
2/8/2018 -2.47
2/9/2018 -1.47
2/10/2018 -1.47
2/11/2018 -1.47
2/12/2018 -0.82
2/13/2018 -0.46
2/14/2018 1.14
2/15/2018 2.19
2/16/2018 2.47
2/17/2018 2.47
2/18/2018 2.47
2/19/2018 2.47
2/20/2018 1.59
2/21/2018 2.03
2/22/2018 1.75
2/23/2018 2.91
2/24/2018 2.91
2/25/2018 2.91
2/26/2018 3.47
2/27/2018 1.99
2/28/2018 0.46
3/1/2018 0.22
3/2/2018 1.75
3/3/2018 1.75
3/4/2018 1.75
3/5/2018 2.15
3/6/2018 3.39
3/7/2018 4.27
3/8/2018 4.19
3/9/2018 6.00
3/10/2018 6.00
3/11/2018 6.00
3/12/2018 6.28
3/13/2018 5.76
3/14/2018 5.20
3/15/2018 4.80
3/16/2018 5.48
3/17/2018 5.48
3/18/2018 5.48
3/19/2018 4.80
3/20/2018 4.84
3/21/2018 5.44
3/22/2018 3.23
3/23/2018 1.02
3/24/2018 1.02
3/25/2018 1.02
3/26/2018 3.19
3/27/2018 1.30
3/28/2018 1.26
3/29/2018 2.34
3/30/2018 2.34
3/31/2018 2.34
4/1/2018 2.34
4/2/2018 0.05
4/3/2018 1.30
4/4/2018 2.59
4/5/2018 3.31
4/6/2018 1.70
4/7/2018 1.70
4/8/2018 1.70
4/9/2018 1.34
4/10/2018 2.63
4/11/2018 2.63
4/12/2018 3.03
4/13/2018 2.79
4/14/2018 2.79
4/15/2018 2.79
4/16/2018 4.03
4/17/2018 4.75
4/18/2018 4.75
4/19/2018 4.35
4/20/2018 3.95
4/21/2018 3.95
4/22/2018 3.95
4/23/2018 4.07
4/24/2018 3.75
4/25/2018 3.71
4/26/2018 4.07
4/27/2018 4.19
4/28/2018 4.19
4/29/2018 4.19
4/30/2018 3.19
5/1/2018 3.59
5/2/2018 3.55
5/3/2018 3.31
5/4/2018 4.43
5/5/2018 4.43
5/6/2018 4.43
5/7/2018 5.12
5/8/2018 5.72
5/9/2018 6.04
5/10/2018 6.60
5/11/2018 6.64
5/12/2018 6.64
5/13/2018 6.64
5/14/2018 5.80
5/15/2018 5.84
5/16/2018 6.72
5/17/2018 7.13
5/18/2018 7.13
5/19/2018 7.13
5/20/2018 7.13
5/21/2018 8.21
5/22/2018 7.57
5/23/2018 7.89
5/24/2018 7.97
5/25/2018 7.93
5/26/2018 7.93
5/27/2018 7.93
5/28/2018 7.93
5/29/2018 7.73
5/30/2018 9.26
5/31/2018 8.05
6/1/2018 8.81
6/2/2018 8.81
6/3/2018 8.81
6/4/2018 9.70
6/5/2018 10.22
6/6/2018 10.98
6/7/2018 10.74
6/8/2018 11.10
6/9/2018 11.10
6/10/2018 11.10
6/11/2018 11.10
6/12/2018 11.34
6/13/2018 10.82
6/14/2018 11.43
6/15/2018 11.59
6/16/2018 11.59
6/17/2018 11.59
6/18/2018 11.99
6/19/2018 11.95
6/20/2018 12.55
6/21/2018 11.99
6/22/2018 11.67
6/23/2018 11.67
6/24/2018 11.67
6/25/2018 10.42
6/26/2018 10.90
6/27/2018 9.29
6/28/2018 9.57
6/29/2018 9.21
6/30/2018 9.21
7/1/2018 9.21
7/2/2018 9.98
7/3/2018 10.38
7/4/2018 10.38
7/5/2018 11.63
7/6/2018 12.35
7/7/2018 12.35
7/8/2018 12.35
7/9/2018 12.76
7/10/2018 12.23
7/11/2018 11.59
7/12/2018 11.67
7/13/2018 11.55
7/14/2018 11.55
7/15/2018 11.55
7/16/2018 11.27
7/17/2018 11.59
7/18/2018 12.03
7/19/2018 12.88
7/20/2018 12.59
7/21/2018 12.59
7/22/2018 12.59
7/23/2018 12.63
7/24/2018 11.79
7/25/2018 11.83
7/26/2018 12.47
7/27/2018 10.94
7/28/2018 10.94
7/29/2018 10.94
7/30/2018 10.62
7/31/2018 11.79
$ 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

(15.3% of assets as of 08/17/2018)

×

Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Industry
Asset Allocation
Market Cap
Country Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
United States 99.9% 99.8% 0.1%
Net Cash and Equivalents 0.1% - -
Developed Markets Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
Americas 99.9% 100.0% -0.1%
Net Cash and Equivalents 0.1% - -
Emerging Markets Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
Net Cash and Equivalents 0.1% - -
Equity Sector Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
Financials 22.3% 18.1% 4.2%
Consumer Discretionary 17.5% 13.4% 4.1%
Industrials 15.7% 15.3% 0.4%
Real Estate 12.1% 7.1% 4.9%
Information Technology 8.5% 15.1% -6.6%
Utilities 7.4% 3.2% 4.2%
Health Care 6.8% 15.6% -8.9%
Materials 4.2% 4.2% 0.0%
Consumer Staples 3.9% 2.7% 1.2%
Energy 1.2% 4.5% -3.3%
Telecommunication Services 0.3% 0.7% -0.5%
Net Cash and Equivalents 0.1% - -
Industry Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
Banks 11.9% 10.0% 1.9%
Equity Real Estate Investment Trusts (REITs) 11.4% 6.6% 4.8%
Hotels Restaurants & Leisure 5.7% 3.1% 2.6%
Health Care Equipment & Supplies 4.8% 3.6% 1.3%
Specialty Retail 4.1% 3.1% 1.0%
Machinery 3.9% 3.8% 0.1%
Commercial Services & Supplies 3.2% 2.5% 0.6%
Insurance 3.1% 2.7% 0.4%
Electric Utilities 3.0% 1.0% 1.9%
Thrifts & Mortgage Finance 2.9% 2.3% 0.7%
Professional Services 2.6% 1.6% 1.0%
IT Services 2.6% 1.9% 0.7%
Electronic Equipment Instruments & Components 2.4% 2.5% -0.1%
Chemicals 2.1% 2.1% 0.0%
Gas Utilities 2.1% 1.0% 1.1%
Construction & Engineering 1.9% 1.0% 0.8%
Capital Markets 1.8% 1.3% 0.5%
Semiconductors & Semiconductor Equipment 1.8% 2.5% -0.6%
Food Products 1.7% 1.0% 0.6%
Building Products 1.7% 1.4% 0.3%
Asset Allocation Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
Equity 99.8% 100.0% -0.2%
Net Cash and Equivalents 0.1% - -
Market Cap Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
Small 69.2% 76.7% -7.5%
Mid 30.6% 23.3% 7.3%
Net Cash and Equivalents 0.1% - -
Analytics
(As of 07/31/2018)

Dividends
  • B
Est. Frequency
Quarterly
Last Pay Date
6/21/2018
Per Share ($)
$0.0607
12-Month Distribution ($)
$0.1790
Portfolio Characteristics
Fund
Industry Benchmark
Average Market Cap (weighted)
$2.61 B
$2.31 B
Median Market Cap (weighted)
$2.49 B
$2.16 B
P/E Ratio (LTM)
20.23
21.13
P/E Ratio (NTM)
18.40
19.51
Price/Book
2.32
2.41
Price/Sales Ratio
1.50
1.94
Price/Cash Flow Ratio
14.16%
-
Turnover Ratio
-
-
Yields
Standardized Yield
1.56%
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. Small-sized company stock is typically more volatile than that of larger company stock. 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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