IMOM

Alpha Architect International Quantitative Momentum ETF
*Unless otherwise stated, data provided by FactSet.

IMOM Fund Description

IMOM is an active, equal-weighted portfolio of developed-market ex-North America stocks, screened for their strong and consistent momentum.

IMOM Factset Analytics Insight

IMOM seeks long-term capital appreciation by targeting the 10% of stocks with the highest total return over the last 12 months, excluding the most recent month. The fund 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. On January 31, 2022, the fund switched back to being actively managed. These changes did not significantly alter the fund’s strategy or holdings.

PERFORMANCE [as of 07/01/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IMOM -10.21% -17.22% -27.50% -28.12% -1.34% -0.21% --
IMOM (NAV) -11.33% -17.96% -28.59% -28.90% -1.85% -0.43% --
No Underlying Index -- -- -- -- -- -- --
MSCI EAFE IMI -9.54% -15.24% -20.97% -19.51% 0.63% 1.96% 5.54%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IMOM Summary Data

12/23/15
Open-Ended Fund
0.60%
$60.73M
$461.44K
0.32%

IMOM Portfolio Data

$34.41B
8.41
1.77
1.78%
N/A
50

IMOM Index Data

No Underlying Index
Proprietary
Proprietary
MSCI EAFE IMI

IMOM Portfolio Management

0.60%
-1.30%
-0.68%
-1.85%

IMOM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

IMOM Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

IMOM Factset Analytics Block Liquidity

As of 07/04/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of IMOM. IMOM is rated a 4 out of 5.

IMOM Tradability

17,447
$461.44K
7,459
$190.49K
0.32%
$0.08
0.32%
1.86% / -1.26%
None
21.00%
25,000
0.30
0.03%
0.07%
0
$24.15
4

IMOM Sector/Industry Breakdown


IMOM
Segment Benchmark
17.50%
--
16.57%
--
14.27%
--
8.59%
--
7.96%
--
6.59%
--
5.18%
--
4.47%
--
4.29%
--
4.10%
--

IMOM Top 10 Holdings[View All]

3.44%
2.31%
2.31%
2.31%
2.27%
2.26%
2.26%
2.21%
2.19%
2.18%
23.74%

IMOM Countries


IMOM
Segment Benchmark
18.38%
--
15.06%
--
11.89%
--
7.78%
--
5.79%
--
5.77%
--
5.58%
--
5.02%
--
4.42%
--
3.98%
--

IMOM Regions


IMOM
Segment Benchmark
63.53%
--
24.58%
--
11.89%
--

IMOM Economic Development


IMOM
Segment Benchmark
100.00%
--

IMOM Performance Statistics

0.72
1.10
1.00
0.97
0.75%
MSCI EAFE IMI

IMOM Benchmark Comparison Holdings

50
--
--
0.00%

IMOM Benchmark Comparison Summary


IMOM
Segment Benchmark
50
--
$34.41B
--
8.41
--
1.77
--
3.38%
--
Medium
High

IMOM Benchmark Comparison Market Cap Size


IMOM
Segment Benchmark
50.61%
--
45.84%
--
3.55%
--
0.00%
--