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
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 April 18, 2019 the Alpha Architect International Quantitative Momentum ETF MSCI ESG Fund Quality Score is 5.67 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 75th percentile within its peer group and in the 55th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.
IMOM CHARTS AND PERFORMANCE
-
1 Month
-
3 Months
-
YTD
-
1 Year
-
3 Years
-
5 Years
-
Max
-
1 Month
-
3 Months
-
YTD
-
1 Year
-
3 Years
-
5 Years
-
Max
-
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
IMOM
IMOM TOP 10 HOLDINGS[View All]
IMOM Countries
IMOM
IMOM Regions
IMOM
IMOM Economic Development
IMOM
IMOM Performance Statistics
IMOM MSCI ESG Ratings
IMOM BENCHMARK COMPARISON SUMMARY
IMOM
IMOM BENCHMARK COMPARISON MARKET CAP SIZE
IMOM
The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional.
ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com.
[ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
Data provider:
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.