IMOM
Alpha Architect International Quantitative Momentum ETFIMOM Fund Description
The Alpha Architect International Quantitative Momentum ETF 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. IMOM’s fee—among the highest in the competitive international equity ETF space—was also unchanged, which may be hard to justify for an index-tracking fund. Lukewarm trading further increases round-trip costs for IMOM.
IMOM MSCI ESG Analytics Insight
The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of November 11, 2018 the Alpha Architect International Quantitative Momentum ETF MSCI ESG Fund Quality Score is 5.13 out of 10.
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. IMOM ranks in the 22nd percentile within its peer group and in the 38th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.
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.