QMOM Alpha Architect U.S. Quantitative Momentum ETF

*Unless otherwise stated, data provided by FactSet.

QMOM Fund Description

QMOM is an active, equal-weighted portfolio of US stocks, screened for their strong and consistent momentum.

QMOM Factset Analytics Insight

QMOM 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 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. 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 10/04/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QMOM -0.63% 10.61% -5.36% -3.11% 16.10% 11.51% --
QMOM (NAV) -0.50% 10.74% -5.24% -3.39% 16.16% 11.54% --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI -3.02% 0.10% -20.18% -12.55% 10.27% 9.84% 11.96%
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%
$95.12M
$823.91K
0.17%

QMOM Portfolio Data

$35.21B
8.90
2.89
0.13%
N/A
52

QMOM Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

QMOM Portfolio Management

0.49%
-0.40%
0.84%
-0.70%

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 10/05/22
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

17,587
$823.91K
7,196
$355.47K
0.17%
$0.08
0.03%
1.69% / -1.31%
None
100.00%
10,000
0.72
0.05%
0.02%
0
$47.54
5

QMOM Sector/Industry Breakdown


QMOM
Segment Benchmark
41.07%
--
9.84%
--
8.46%
--
7.30%
--
6.11%
--
4.40%
--
4.17%
--
4.16%
--
4.11%
--
2.25%
--

QMOM Countries


QMOM
Segment Benchmark
99.95%
99.91%
--
0.09%

QMOM Regions


QMOM
Segment Benchmark
99.95%
100.00%

QMOM Economic Development


QMOM
Segment Benchmark
99.95%
100.00%
0.00%
0.00%

QMOM Performance Statistics

0.67
1.02
0.99
1.05
1.06%
MSCI USA IMI

QMOM Benchmark Comparison Holdings

52
2595
48
4.38%

QMOM Benchmark Comparison Summary


QMOM
Segment Benchmark
52
2595
$35.21B
$455.87B
8.90
19.39
2.89
3.63
1.25%
1.52%
Low
Low

QMOM Benchmark Comparison Market Cap Size


QMOM
Segment Benchmark
45.89%
86.98%
41.74%
10.01%
10.33%
2.78%
0.00%
0.22%