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VMOT

Alpha Architect Value Momentum Trend ETF
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38
ETF.com segment:
Equity: Developed Markets - Total Market
Competing ETFs: BOTZ, URTH, SNSR, RFDI, FDRR
Related ETF Channels: Trend-Following, Smart-Beta ETFs, Equity, Total Market, Size and Style, Broad-based, Technical
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*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

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Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/10/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VMOT -1.84% -2.77% -3.83% -15.71% -- -- --
VMOT (NAV) -1.18% -2.71% -3.30% -13.28% -- -- --
Alpha Architect Value Momentum Trend Index -- -- -- -- -- -- --
MSCI World IMI -1.23% -1.97% 15.67% 4.20% 9.52% 7.83% 8.84%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VMOT Summary Data

Alpha Architect
05/03/17
Open-Ended Fund
0.80%
$79.02M
$297.32K
0.18%
Fund Home Page

VMOT Portfolio Data

$25.28B
14.68
2.29
0.52%
N/A
7

VMOT Index Data

Alpha Architect Value Momentum Trend Index
Technical
Fixed
MSCI World IMI

VMOT Portfolio Management

0.80%
--
--
--

VMOT Tax Exposures

20.00% / 39.60%
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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 -

VMOT Factset Analytics Block Liquidity

As of 10/11/19
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

12,718
$297.32K
9,456
$220.85K
0.18%
$0.04
-0.03%
0.86% / -0.54%
None
100.00%
50,000
0.19
0.02%
218.43%
0
$23.35
1

VMOT Sector/Industry Breakdown


VMOT
Segment Benchmark
23.07%
18.70%
17.07%
12.35%
17.07%
12.92%
11.70%
4.68%
7.80%
19.47%
7.57%
12.24%
5.50%
8.49%
5.20%
5.02%
3.02%
3.51%
2.01%
2.63%

VMOT Top 10 Holdings

Alpha Architect International Quantitative Momentum ETF 27.59%
Alpha Architect International Quantitative Value ETF 27.37%
25.99%
Alpha Architect U.S. Quantitative Momentum ETF 24.03%
Alpha Architect U.S. Quantitative Value ETF 22.51%
0.07%
-27.55%
100.01%

VMOT Countries


VMOT
Segment Benchmark
46.65%
62.80%
17.35%
8.53%
8.38%
2.43%
6.40%
5.66%
3.06%
0.93%
2.61%
1.02%
1.91%
0.84%
1.90%
0.19%
1.89%
3.04%
1.86%
3.42%

VMOT Regions


VMOT
Segment Benchmark
46.65%
66.27%
26.79%
12.74%
24.66%
20.80%
1.90%
0.19%

VMOT Economic Development


VMOT
Segment Benchmark
100.00%
100.00%

VMOT Performance Statistics

0.68
0.72
0.59
0.79
0.48%
MSCI World IMI

VMOT Benchmark Comparison Holdings

7
5970
176
8.10%

VMOT Benchmark Comparison Summary


VMOT
Segment Benchmark
7
5970
$25.28B
$147.32B
14.68
20.57
2.29
2.27
2.49%
2.41%
Low
Low

VMOT Benchmark Comparison Market Cap Size


VMOT
Segment Benchmark
37.70%
77.23%
54.73%
16.62%
7.58%
5.43%
0.00%
0.71%