VMOT

Alpha Architect Value Momentum Trend ETF
N/A

52
*Unless otherwise stated, data provided by FactSet.

VMOT Fund Description

The Alpha Architect Value Momentum Trend ETF 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 09/18/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VMOT 2.63% -2.85% 0.83% 9.89% -- -- --
VMOT (NAV) 2.76% -2.94% 0.79% 10.41% -- -- --
MSCI World IMI 1.74% 2.26% 4.83% 11.40% 12.36% 9.03% 8.48%
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
0.79%
$128.34M
$480.59K
0.16%

VMOT Portfolio Data

$17.08B
14.88
2.69
1.32%
N/A
174

VMOT Index Data

Technical
Fixed
MSCI World IMI

VMOT Portfolio Management

0.79%
--
--
--

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
Bats 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 09/19/18
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 2 out of 5.

VMOT Tradability

16,975
$480.59K
11,904
$311.43K
0.16%
$0.05
0.14%
0.80% / -1.04%
None
100.00%
50,000
0.24
0.02%
231.71%
--
$29.05
2

VMOT Sector/Industry Breakdown


VMOT
Segment Benchmark
23.07%
12.45%
18.25%
12.30%
12.83%
16.88%
11.64%
4.68%
7.79%
11.72%
7.62%
19.98%
7.51%
6.33%
6.00%
7.83%
2.96%
2.80%
1.22%
2.45%

VMOT TOP 10 HOLDINGS

25.11%
-24.85%
100%

VMOT Countries


VMOT
Segment Benchmark
52.10%
60.60%
21.61%
8.99%
5.05%
2.50%
4.94%
3.28%
4.59%
6.48%
3.80%
1.13%
2.42%
0.33%
1.74%
3.48%
1.64%
0.91%
1.10%
1.10%

VMOT Regions


VMOT
Segment Benchmark
52.10%
64.10%
30.46%
13.28%
17.44%
22.43%
--
0.19%

VMOT Economic Development


VMOT
Segment Benchmark
100.00%
100.00%

VMOT Performance Statistics

0.79
1.16
1.05
1.22
0.39%
MSCI World IMI

VMOT BENCHMARK COMPARISON HOLDINGS

174
5984
165
5.07%

VMOT BENCHMARK COMPARISON SUMMARY


VMOT
Segment Benchmark
174
5984
$17.08B
$135.22B
14.88
20.46
2.69
2.38
1.76%
2.23%
--
--

VMOT BENCHMARK COMPARISON MARKET CAP SIZE


VMOT
Segment Benchmark
32.79%
75.95%
56.77%
17.97%
10.44%
5.57%
0.00%
0.50%