IMOM

Alpha Architect International Quantitative Momentum ETF
D

42
*Unless otherwise stated, data provided by FactSet.

IMOM 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

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/18/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IMOM 2.18% 1.77% 13.90% -10.72% 1.18% -- --
IMOM (NAV) 1.23% 2.76% 13.38% -9.72% 1.27% -- --
MSCI World ex USA IMI 1.54% 0.10% 13.59% -1.32% 7.67% 2.27% 6.81%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IMOM Top 10 Countries

IMOM Top 10 Sectors

IMOM Top 10 Holdings [View All]

IMOM Summary Data

12/23/15
Open-Ended Fund
0.59%
$57.88M
$171.06K
0.22%

IMOM Portfolio Data

$9.53B
17.06
2.36
0.91%
N/A
47

IMOM Index Data

Alpha Architect International Quantitative Momentum Index
Equal
Momentum
MSCI World ex USA IMI

IMOM Portfolio Management

0.59%
-1.07%
-0.56%
-2.31%

IMOM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

IMOM Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

IMOM Factset Analytics Block Liquidity

As of 07/19/19
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 3 out of 5.

IMOM Tradability

5,623
$171.06K
574
$26.35K
0.22%
$0.06
0.15%
1.56% / -3.07%
None
18.00%
50,000
0.01
0.04%
0.19%
--
$26.27
3

IMOM Sector/Industry Breakdown


IMOM
Segment Benchmark
22.76%
15.46%
22.07%
24.20%
17.41%
10.77%
11.99%
9.75%
9.41%
3.49%
8.05%
6.47%
3.55%
6.65%
2.68%
11.85%
2.07%
7.67%

IMOM TOP 10 HOLDINGS[View All]

2.88%
2.66%
2.48%
2.46%
2.46%
2.45%
2.38%
2.37%
2.35%
2.32%
24.81%

IMOM Countries


IMOM
Segment Benchmark
16.59%
22.66%
13.99%
15.60%
13.79%
1.60%
9.32%
2.69%
7.45%
8.99%
6.90%
2.66%
6.17%
6.54%
5.02%
7.70%
4.70%
1.01%
4.69%
7.82%

IMOM Regions


IMOM
Segment Benchmark
74.72%
55.85%
22.77%
34.08%
2.51%
0.50%
--
9.57%

IMOM Economic Development


IMOM
Segment Benchmark
100.00%
100.00%
--
0.00%

IMOM Performance Statistics

0.65
1.10
0.94
1.17
0.57%
MSCI World ex USA IMI

IMOM MSCI ESG Ratings

AA
7.28 / 10
100.00
92.73
8.92%
13.20%
120.32

IMOM BENCHMARK COMPARISON HOLDINGS

47
3545
44
1.66%

IMOM BENCHMARK COMPARISON SUMMARY


IMOM
Segment Benchmark
47
3545
$9.53B
$51.72B
17.06
15.84
2.36
1.52
1.87%
3.35%
Medium
Low

IMOM BENCHMARK COMPARISON MARKET CAP SIZE


IMOM
Segment Benchmark
21.39%
67.57%
71.72%
23.14%
6.88%
8.07%
0.00%
1.22%