IMOM
Alpha Architect International Quantitative Momentum ETFIMOM Fund Description
IMOM tracks an equal-weighted index of developed-market ex-US stocks with strong and consistent momentum.
IMOM Factset Analytics Insight
IMOM targets the 10% of stocks with the highest total return over the last 12 months, excluding the most recent month. The fund also screens for consistency of momentum by excluding stocks with too many negative-return days during the 12-month period. This methodology produces a few dozen holdings which get weighted equally. IMOM launched as an actively managed fund but began tracking a new homegrown index in January 2017, a change which did not significantly alter the fund’s strategy or holdings. Lukewarm trading increases round-trip costs for IMOM.
IMOM MSCI ESG Analytics Insight
Alpha Architect International Quantitative Momentum ETF has an MSCI ESG Fund Rating of AA based on a score of 7.28 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Alpha Architect International Quantitative Momentum ETF ranks in the 93th percentile within its peer group and in the 100th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
IMOM CHARTS AND PERFORMANCE
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IMOM Top 10 Countries
IMOM Top 10 Sectors
IMOM Top 10 Holdings [View All]
IMOM Summary Data
IMOM Portfolio Data
IMOM Index Data
IMOM Portfolio Management
IMOM Tax Exposures
IMOM Fund Structure
IMOM Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of IMOM. IMOM is rated a 3 out of 5.
IMOM Tradability
IMOM Sector/Industry Breakdown
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IMOM TOP 10 HOLDINGS[View All]
IMOM Countries
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IMOM Regions
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IMOM Economic Development
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IMOM Performance Statistics
IMOM MSCI ESG Ratings
IMOM BENCHMARK COMPARISON SUMMARY
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IMOM BENCHMARK COMPARISON MARKET CAP SIZE
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Terms of Use
MSCI ESG Research LLC’s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.