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OMFS
Oppenheimer

Russell 2000 Dynamic Multifactor ETF

Overview
NAV
  • A
(as of 05/18/2018)
$26.66
Daily Change
(as of 05/18/2018)
$0.00
0.01%
YTD
(as of 05/18/2018)
3.77%
Expense Ratio
(as of 05/18/2018)
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.

Total Assets
(as of 05/18/2018)
$13.30 MM
Number of Holdings
(as of 05/18/2018)
565
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 05/18/2018)
N/A
Premium/Discount
(as of 05/18/2018)
0.03%
Midpoint Price
(as of 05/18/2018)
$26.67
Performance
Average Annual Total Returns
Cumulative Returns
Capital Gains Distributions
as of 04/30/2018
as of 03/31/2018

Market Price
Market Price
Market Price
Market Price
Cumulative
1 mo 3 mo ytd as of 2018-03-31
since inception
Russell 2000 Dynamic Multifactor ETF (NAV)
1.88% -0.88% -0.88% 2.33%
Russell 2000® Index
1.29% -0.08% -0.08% 3.81%
Russell 2000 OFI Dynamic Multifactor Index
1.90% -0.80% -0.80% 2.47%
Cumulative
1 mo 3 mo ytd as of 2018-03-31
since inception
Russell 2000 Dynamic Multifactor ETF (Market Price)
1.79% -0.90% -0.90% 2.31%
Russell 2000® Index
1.29% -0.08% -0.08% 3.81%
Russell 2000 OFI Dynamic Multifactor Index
1.90% -0.80% -0.80% 2.47%
Cumulative
1 mo 3 mo ytd as of 2018-04-30
since inception
Russell 2000 Dynamic Multifactor ETF (NAV)
0.84% -1.71% -0.05% 3.18%
Russell 2000® Index
0.86% -1.79% 0.78% 4.71%
Russell 2000 OFI Dynamic Multifactor Index
0.92% -1.63% 0.12% 3.41%
Cumulative
1 mo 3 mo ytd as of 2018-04-30
since inception
Russell 2000 Dynamic Multifactor ETF (Market Price)
0.90% -1.68% 0.00% 3.23%
Russell 2000® Index
0.86% -1.79% 0.78% 4.71%
Russell 2000 OFI Dynamic Multifactor Index
0.92% -1.63% 0.12% 3.41%
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
$ per share as of 05/18/2018

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

(18.3% of assets as of 05/18/2018)

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Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Industry
Asset Allocation
Country Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
United States 99.9% - -
Net Cash and Equivalents 0.1% - -
Developed Markets Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
Americas 99.9% - -
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 22.4% - -
Industrials 16.4% - -
Consumer Discretionary 15.3% - -
Information Technology 11.5% - -
Real Estate 11.4% - -
Health Care 11.3% - -
Consumer Staples 3.8% - -
Materials 3.8% - -
Utilities 3.5% - -
Energy 0.3% - -
Telecommunication Services 0.2% - -
Net Cash and Equivalents 0.1% - -
Industry Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
Banks 12.9% - -
Equity Real Estate Investment Trusts (REITs) 10.8% - -
Health Care Equipment & Supplies 7.0% - -
Hotels Restaurants & Leisure 6.3% - -
Commercial Services & Supplies 3.9% - -
IT Services 3.9% - -
Software 3.7% - -
Health Care Providers & Services 3.5% - -
Insurance 3.3% - -
Machinery 2.9% - -
Professional Services 2.7% - -
Chemicals 2.7% - -
Electronic Equipment Instruments & Components 2.3% - -
Specialty Retail 2.3% - -
Thrifts & Mortgage Finance 2.2% - -
Food Products 2.2% - -
Capital Markets 2.1% - -
Electric Utilities 1.8% - -
Building Products 1.7% - -
Household Durables 1.3% - -
Asset Allocation Russell 2000 Dynamic Multifactor ETF Russell 2000® Index Overweight / Underweight
Equity 99.8% - -
Net Cash and Equivalents 0.1% - -
Analytics
(As of 04/30/2018)

Dividends
  • B
Est. Frequency
Quarterly
Last Pay Date
3/20/2018
Per Share ($)
$0.0299
12-Month Distribution ($)
$0.1183
Portfolio Characteristics
Fund
Industry Benchmark
Average Market Cap (weighted)
$2.77 B
$2.51 B
Median Market Cap (weighted)
$2.47 B
$2.18 B
P/E Ratio (LTM)
22.02
21.86
P/E Ratio (NTM)
18.84
19.80
Price/Book
2.48
2.39
Price/Sales Ratio
1.94
1.88
Price/Cash Flow Ratio
-
-
Turnover Ratio
-
-
Yields
Standardized Yield
1.34%
Unsubsidized Yield
1.34%
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.
  9. The funds invest in below-investment-grade debt securities, which may entail greater credit risks, as described in each fund’s prospectus. These securities (sometimes called “junk bonds”) may be subject to greater price fluctuations and risks of loss of income and principal than investment-grade municipal securities. The funds may invest substantially in municipal securities within a single state or related to similar type projects, which can increase volatility and exposure to regional issues. The funds may also invest substantially in Puerto Rico and other U.S. territories, commonwealths and possessions, and could be exposed to their local political and economic conditions. Deterioration of the Puerto Rican economy could have an adverse impact on Puerto Rican bonds and the performance of the Rochester municipal funds that hold them.The views represented herein are the opinions of the Portfolio Managers at Macquarie Capital Investment Management LLC and are not intended as investment advice or to predict or depict the performance of any investment. These views are as of the date indicated, and are subject to change based on subsequent developments.Funds returns may not match the return of its respective index, known as non-correlation risk, due to operating expenses incurred by the Funds. The alternate weighting approach employed by the Funds (i.e., using revenues as a weighting measure), while designed to enhance potential returns, may not produce the desired results. Because the Funds are 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 performanceOn April 28, 2017, OFI Global Institutional, Inc., a registered investment adviser subsidiary within OFI Global Asset Management (“OFI Global”) acquired SNW Asset Management, LLC (“SNW”). SNW provides advisory services for the strategy discussed herein.

    Benchmark: Through 12/31/11: 80% Merrill Lynch 1-5yr Municipal index/ 20% Merrill Lynch 5-7yr index. After 12/31/11: BofA Merrill Lynch 1-10 Year Municipal Securities Index. The BofA Merrill Lynch 1-10 Year Municipal Securities Index is a subset of the BofA Merrill Lynch US Municipal Securities Index including all securities with a remaining term to final maturity less than 10 years.On April 28, 2017, OFI Global Institutional, Inc., a registered investment adviser subsidiary within OFI Global Asset Management (“OFI Global”) acquired SNW Asset Management, LLC (“SNW”). SNW provides advisory services for the strategy discussed herein.

    Benchmark: Through 12/31/11: 80% Merrill Lynch 1-5yr Municipal index/ 20% Merrill Lynch 5-7yr index. After 12/31/11: BofA Merrill Lynch 1-10 Year Municipal Securities Index. The BofA Merrill Lynch 1-10 Year Municipal Securities Index is a subset of the BofA Merrill Lynch US Municipal Securities Index including all securities with a remaining term to final maturity less than 10 years.

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