IMOM

Alpha Architect International Quantitative Momentum ETF
D

31
*Unless otherwise stated, data provided by FactSet.

IMOM 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

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 11/09/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IMOM -4.41% -11.04% -15.43% -13.81% -- -- --
IMOM (NAV) -4.23% -10.86% -14.75% -14.00% -- -- --
Alpha Architect International Quantitative Momentum Index -4.14% -10.48% -13.83% -12.85% -- -- --
MSCI World ex USA IMI -3.42% -7.17% -8.29% -5.63% 5.34% 2.82% 7.37%
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
0.79%
$59.62M
$112.38K
0.17%

IMOM Portfolio Data

$9.83B
25.44
3.66
1.03%
N/A
45

IMOM Index Data

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

IMOM Portfolio Management

0.79%
-1.62%
-0.56%
-3.24%

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
Bats 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 11/12/18
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

4,313
$112.38K
2,784
$72.54K
0.17%
$0.05
0.35%
2.51% / -1.61%
None
14.00%
50,000
0.06
0.04%
0.24%
--
$25.61
3

IMOM Sector/Industry Breakdown


IMOM
Segment Benchmark
19.58%
9.40%
13.20%
6.05%
11.74%
7.75%
11.63%
9.63%
11.40%
11.97%
10.72%
15.19%
8.38%
23.44%
6.24%
2.83%
5.00%
7.41%

IMOM TOP 10 HOLDINGS[View All]

3.64%
3.01%
2.75%
2.65%
2.57%
2.52%
2.52%
2.48%
2.43%
2.43%
27%

IMOM Countries


IMOM
Segment Benchmark
36.90%
23.27%
11.03%
16.30%
8.21%
2.82%
7.47%
0.88%
6.66%
8.91%
6.51%
8.12%
6.23%
2.67%
4.50%
6.16%
4.14%
1.54%
2.23%
2.62%

IMOM Regions


IMOM
Segment Benchmark
50.39%
56.06%
49.61%
33.92%
--
9.51%
--
0.51%

IMOM Economic Development


IMOM
Segment Benchmark
100.00%
100.00%

IMOM Performance Statistics

0.62
1.21
1.25
1.23
0.68%
MSCI World ex USA IMI

IMOM MSCI ESG Ratings

5.13 / 10
21.70
37.62
6.45%
5.10%
537.01

IMOM BENCHMARK COMPARISON HOLDINGS

45
3556
40
1.46%

IMOM BENCHMARK COMPARISON SUMMARY


IMOM
Segment Benchmark
45
3556
$9.83B
$51.51B
25.44
15.44
3.66
1.69
1.39%
3.04%
--
--

IMOM BENCHMARK COMPARISON MARKET CAP SIZE


IMOM
Segment Benchmark
18.39%
68.55%
75.50%
22.87%
6.11%
7.74%
0.00%
0.84%