VMOT

Alpha Architect Value Momentum Trend ETF
*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 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.

VMOT MSCI ESG Analytics Insight

Alpha Architect Value Momentum Trend ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.60 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Alpha Architect Value Momentum Trend ETF ranks in the 40th percentile within its peer group and in the 2nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 05/06/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VMOT -1.20% -3.50% 4.68% 28.03% -1.00% -- --
VMOT (NAV) -1.63% -4.24% 4.11% 26.26% -1.06% -- --
MSCI World IMI 2.61% 6.74% 10.72% 51.68% 13.92% 14.49% 10.21%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VMOT Summary Data

05/03/17
Open-Ended Fund
1.75%
$48.36M
$87.83K
0.20%

VMOT Portfolio Data

$25.17B
24.77
3.42
1.36%
N/A
197

VMOT Index Data

Technical
Momentum
MSCI World IMI

VMOT Portfolio Management

1.75%
--
--
--

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 -

VMOT Factset Analytics Block Liquidity

As of 05/07/21
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 N/A out of 5.

VMOT Tradability

3,230
$87.83K
1,674
$45.86K
0.20%
$0.06
-0.04%
0.27% / -0.55%
None
100.00%
10,000
0.17
0.02%
--
0
$27.12
N/A

VMOT Sector/Industry Breakdown


VMOT
Segment Benchmark
18.31%
24.29%
17.78%
14.33%
14.78%
11.86%
14.13%
12.17%
11.57%
4.79%
6.87%
6.75%
5.14%
17.11%
4.88%
3.48%
3.19%
2.00%
2.80%
2.83%

VMOT Top 10 Holdings

0.53%
-0.02%
100.00%

VMOT Countries


VMOT
Segment Benchmark
44.96%
66.14%
18.80%
7.82%
6.21%
4.75%
5.30%
2.23%
5.17%
1.28%
5.07%
2.74%
3.45%
0.27%
1.92%
1.28%
1.67%
0.73%
1.67%
2.65%

VMOT Regions


VMOT
Segment Benchmark
44.96%
69.18%
29.75%
19.11%
25.29%
11.53%
--
0.19%

VMOT Economic Development


VMOT
Segment Benchmark
100.00%
100.00%
--
0.00%

VMOT Performance Statistics

0.48
0.72
0.53
0.71
0.85%
MSCI World IMI

VMOT MSCI ESG Ratings

5.60 / 10
2.45
40.22
6.21%
10.34%
164.47

VMOT Benchmark Comparison Holdings

197
5815
196
6.54%

VMOT Benchmark Comparison Summary


VMOT
Segment Benchmark
197
5815
$25.17B
$280.78B
24.77
48.07
3.42
2.91
1.19%
1.65%
Low
Low

VMOT Benchmark Comparison Market Cap Size


VMOT
Segment Benchmark
38.97%
81.48%
55.49%
14.32%
5.53%
3.93%
0.00%
0.27%