VMOT

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

VMOT Fund Description

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.

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.

PERFORMANCE [as of 05/26/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VMOT 2.10% 0.42% -5.86% -7.48% 2.59% 0.96% --
VMOT (NAV) 2.14% 0.72% -5.67% -7.22% 2.64% 1.10% --
No Underlying Index -- -- -- -- -- -- --
MSCI World IMI -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VMOT Summary Data

05/03/17
Open-Ended Fund
0.83%
$42.20M
$120.56K
0.29%

VMOT Portfolio Data

$28.09B
8.80
1.83
0.88%
N/A
7

VMOT Index Data

No Underlying Index
Proprietary
Proprietary
MSCI World IMI

VMOT Portfolio Management

0.83%
--
--
--

VMOT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VMOT Fund Structure

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

VMOT Factset Analytics Block Liquidity

As of 05/27/22
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

4,867
$120.56K
2,722
$62.93K
0.29%
$0.07
0.00%
0.44% / -0.98%
None
100.00%
10,000
0.27
0.09%
8.54%
0
$25.29
1

VMOT Sector/Industry Breakdown


VMOT
Segment Benchmark
98.91%
--
1.09%
--

VMOT Countries


VMOT
Segment Benchmark
44.57%
68.37%
13.19%
6.45%
7.51%
4.48%
4.73%
2.40%
4.42%
2.82%
4.17%
2.18%
4.08%
1.14%
3.42%
0.23%
3.20%
0.30%
2.09%
1.17%

VMOT Regions


VMOT
Segment Benchmark
44.57%
71.94%
32.36%
17.67%
19.66%
10.16%
3.42%
0.23%

VMOT Economic Development


VMOT
Segment Benchmark
100.00%
100.00%
--
0.00%

VMOT Performance Statistics

0.68
0.85
0.70
0.73
0.58%
MSCI World IMI

VMOT Benchmark Comparison Holdings

7
6015
189
6.28%

VMOT Benchmark Comparison Summary


VMOT
Segment Benchmark
7
6015
$28.09B
$406.88B
8.80
20.03
1.83
2.93
2.83%
1.74%
Low
Low

VMOT Benchmark Comparison Market Cap Size


VMOT
Segment Benchmark
43.42%
83.25%
51.04%
12.54%
5.54%
3.91%
0.00%
0.30%