QMOM

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

QMOM Fund Description

QMOM tracks an equal-weighted index of US stocks with strong and consistent momentum.

QMOM Factset Analytics Insight

QMOM is passively managed fund that 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 aims to select 40-50 stocks which get weighted equally. The index is reconstituted quarterly, starting February. QMOM 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.

QMOM MSCI ESG Analytics Insight

Alpha Architect U.S. Quantitative Momentum ETF has an MSCI ESG Fund Rating of BB based on a score of 4.17 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 U.S. Quantitative Momentum ETF ranks in the 15th percentile within its peer group and in the 5th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 06/18/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QMOM 7.37% -12.37% -7.04% 40.45% 14.32% 16.24% --
QMOM (NAV) 4.72% -7.75% -8.41% 37.64% 13.38% 15.92% --
Alpha Architect Quantitative Momentum Index 4.80% -7.55% -9.26% 38.50% 13.61% -- --
MSCI USA IMI 1.49% 6.22% 11.66% 39.45% 16.77% 17.53% 14.90%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QMOM Summary Data

12/02/15
Open-Ended Fund
0.49%
$89.08M
$716.11K
0.23%

QMOM Portfolio Data

$31.51B
-314.66
10.85
0.08%
N/A
50

QMOM Index Data

Alpha Architect Quantitative Momentum Index
Equal
Momentum
MSCI USA IMI

QMOM Portfolio Management

0.49%
0.50%
0.74%
-1.48%

QMOM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QMOM Fund Structure

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

QMOM Factset Analytics Block Liquidity

As of 06/21/21
5
4
3
2
1

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

QMOM Tradability

14,070
$716.11K
7,133
$352.73K
0.23%
$0.12
0.01%
0.57% / -0.53%
None
98.00%
10,000
0.71
--
0.01%
0
$47.94
5

QMOM Sector/Industry Breakdown


QMOM
Segment Benchmark
27.42%
31.75%
26.53%
12.98%
11.03%
10.04%
10.04%
2.71%
9.93%
15.27%
6.71%
5.53%
6.37%
14.69%
1.96%
2.82%

QMOM Countries


QMOM
Segment Benchmark
100.00%
99.92%
--
0.08%

QMOM Regions


QMOM
Segment Benchmark
100.00%
100.00%

QMOM Economic Development


QMOM
Segment Benchmark
100.00%
100.00%

QMOM Performance Statistics

0.41
1.52
1.36
1.38
2.17%
MSCI USA IMI

QMOM MSCI ESG Ratings

4.17 / 10
4.87
14.90
--
17.98%
48.13

QMOM Benchmark Comparison Holdings

50
2327
49
2.89%

QMOM Benchmark Comparison Summary


QMOM
Segment Benchmark
50
2327
$31.51B
$427.98B
-314.66
41.90
10.85
4.36
0.04%
1.30%
Medium
Low

QMOM Benchmark Comparison Market Cap Size


QMOM
Segment Benchmark
39.85%
87.11%
52.50%
10.45%
7.65%
2.34%
0.00%
0.10%