VMOT

Alpha Architect Value Momentum Trend ETF
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31
*Unless otherwise stated, data provided by FactSet.

VMOT Fund Description

VMOT tracks an equal-risk-weighted index of value- and momentum-oriented ETFs. The fund can fully hedge its equity exposure in down-trending markets.

VMOT Factset Analytics Insight

VMOT charges a high fee for multifactor exposure to developed-market stocks. Using existing Alpha Architect value and momentum ETFs as building blocks, VMOT allocates between its holdings using a risk-parity approach to create a final portfolio with lower volatility. Using an additional quantitative model, VMOT will hedge, up to 100% at times, its equity exposure during a down-trending market. In short, VMOT is a dynamic, two-factor (value and momentum) approach overlaid with a risk-parity allocation strategy with downside hedging capability. Prospective investors should ensure they understand and are comfortable with the complexity and interactions between different factors and investment styles.

VMOT 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 04/18/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VMOT 1.27% 0.42% 3.08% -15.05% -- -- --
VMOT (NAV) 1.40% 0.66% 3.36% -15.06% -- -- --
MSCI World IMI 2.14% 8.42% 15.51% 2.91% 10.92% 7.29% 11.89%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VMOT Top 10 Countries

VMOT Top 10 Sectors

VMOT Top 10 Holdings

VMOT Summary Data

05/03/17
Open-Ended Fund
0.80%
$100.00M
$299.76K
0.16%

VMOT Portfolio Data

$13.30B
14.63
2.35
1.14%
N/A
176

VMOT Index Data

Technical
Fixed
MSCI World IMI

VMOT Portfolio Management

0.80%
--
--
--

VMOT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VMOT 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

VMOT Factset Analytics Block Liquidity

As of 04/19/19
5
4
3
2
1

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

VMOT Tradability

12,036
$299.76K
8,661
$217.48K
0.16%
$0.04
0.07%
0.86% / -0.54%
None
100.00%
50,000
0.17
0.02%
79.88%
--
$24.96
1

VMOT Sector/Industry Breakdown


VMOT
Segment Benchmark
26.57%
12.32%
21.22%
17.10%
13.89%
12.17%
12.43%
12.06%
7.76%
4.07%
5.34%
5.83%
3.95%
7.93%
3.77%
19.37%
1.15%
3.12%
0.67%
2.48%

VMOT TOP 10 HOLDINGS

47.51%
0.08%
-55.01%
99.99%

VMOT Countries


VMOT
Segment Benchmark
49.44%
61.79%
24.85%
8.70%
6.56%
6.10%
4.77%
2.45%
2.41%
3.43%
2.22%
1.25%
2.21%
2.90%
2.19%
0.33%
1.33%
0.61%
1.21%
0.40%

VMOT Regions


VMOT
Segment Benchmark
49.44%
65.30%
31.84%
13.08%
18.16%
21.44%
0.55%
0.19%

VMOT Economic Development


VMOT
Segment Benchmark
100.00%
100.00%
--
0.00%

VMOT Performance Statistics

0.61
0.75
0.55
0.74
0.54%
MSCI World IMI

VMOT BENCHMARK COMPARISON HOLDINGS

176
5944
166
4.12%

VMOT BENCHMARK COMPARISON SUMMARY


VMOT
Segment Benchmark
176
5944
$13.30B
$130.19B
14.63
19.02
2.35
2.28
1.97%
2.38%
Low
Low

VMOT BENCHMARK COMPARISON MARKET CAP SIZE


VMOT
Segment Benchmark
25.88%
75.80%
68.39%
18.02%
5.73%
5.52%
0.00%
0.65%