What is VMOT?

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

PERFORMANCE [as of 03/23/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VMOT -4.91% -7.47% -6.42% -10.02% 5.61% -3.40% --
VMOT (NAV) -4.68% -7.44% -6.09% -9.98% 5.39% -3.38% --
No Underlying Index -- -- -- -- -- -- --
MSCI World IMI -1.90% 3.54% 3.57% -9.34% 20.93% 7.11% 8.34%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VMOT Factset Analytics Insight

VMOT provides a multifactor approach to developed-market equity exposure. 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. Prior to January 31, 2022, VMOT tracked the Alpha Architect Value Momentum Trend Index.

VMOT Summary Data

05/03/17
2.55%
$37.21M
No Underlying Index
MSCI World IMI
Open-Ended Fund

Peers

MSCI World IMI

Fund Flows

$0.00B 5 Days
-$0.00B 30 Days
-$0.00B 90 Days

VMOT Portfolio Data

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--
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2.39%
N/A
--

VMOT Index Data

No Underlying Index
Proprietary
Proprietary
MSCI World IMI

VMOT Portfolio Management

2.55%
--
--
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VMOT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VMOT Fund Structure

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

Factset Analytics Block Liquidity

As of 03/24/23

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

VMOT Tradability

5,908
$141.13K
3,001
$71.82K
0.31%
$0.07
-0.01%
0.44% / -0.43%
None
100.00%
10,000
0.30
0.09%
--
0
$22.83
N/A

VMOT Sector/Industry Breakdown

VMOT Segment
Benchmark
99.60% --
0.40% --

VMOT Performance Statistics

0.04
0.12
-0.11
0.29
1.47%
MSCI World IMI

VMOT Benchmark Comparison Holdings

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VMOT Benchmark Comparison Summary

VMOT Segment
Benchmark
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Low --

VMOT Benchmark Comparison Market Cap Size

VMOT Segment
Benchmark
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