IMOM Alpha Architect Intl Quant Momt ETF
Solactive DM ex NA L and M Cap TR USD

NAV as of 23-Nov-2022

26.5317

4 Week: 24.11 - 26.69

52 Week: 22.83 - 34.69

Latest Closing Price

26.69

Premium / Discount

0.46

Expense Ratio

0.6%

Investment Objective

The investment seeks long-term capital appreciation. The Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 100 non-U.S. equity securities with the highest relative momentum. A “momentum” style of investing emphasizes investing in securities that have had higher recent total return performance compared to other securities. The Adviser then employs proprietary screens to eliminate companies with issues that may negatively impact their momentum. The fund may also invest up to 20% of its assets in cash and cash equivalents, other investment companies, as well as securities and other instruments.

Main Fund Characteristics

Fund Manager:
Alpha Architect
Asset Under Management:
66,329,355
Launch Date:
21/12/2015
Asset Class:
Equity
Replication Method:
Not Applicable
Number of Holdings:
58
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-21.061.55-13.60
1 Day0.170.000.00
1 Week4.243.181.33
1 Month11.258.031.40
3 Months-1.9613.33-0.15
6 Months-2.0116.92-0.12
1 Year-21.4324.10-0.89
2 Years-12.0532.19-0.37
3 Years1.8945.880.04
5 Years-13.4950.73-0.27
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.0000-9.720833.1530-22.137217.423029.2388-1.0412
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.0000100.00003.000098.000097.000024.000090.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
29/12/202104/01/20220.3588
12/09/202119/09/20210.0714
15/03/202022/03/20200.1183
29/12/201905/01/20200.0538
15/09/201922/09/20190.1091
16/06/201923/06/20190.1554
17/06/201824/06/20180.0976
26/12/201702/01/20180.1663
18/06/201725/06/20170.1445
19/03/201726/03/20170.0263

Portfolio Data

Total Number of Holdings: 58

Number of Bond Holdings: 1

Number of Equity Holdings: 50

Total Market Value: 66,329,355

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Centrica PLC2.51701,461,78101,669,528
2Rheinmetall AG2.48148,16601,645,926
3Woodside Energy Group Ltd2.398860,89601,591,092
4Origin Energy Ltd2.3586297,68701,564,420
5Coronado Global Resources Inc Chess Depository Int2.34211,152,88701,553,515
6Beazley PLC2.3186197,00501,537,895
7Whitehaven Coal Ltd2.3001235,38001,525,610
8New Hope Corp Ltd2.2597375,15001,498,851
9TotalEnergies SE2.243824,83301,488,285
10Orion Oyj Class B2.213328,72401,468,084

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant14.75
Large29.58
Medium51.91
Small2.34
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

6.9168

Price/Book*

1.2081

Price/Sales*

0.6196

Price/Cash Flow*

1.7970

Dividend Yield*

5.0266

Growth Measures

Long-Term Earnings

13.3131

Historical Earnings

56.1986

Sales Growth

-0.5367

Cash-Flow Growth

5.4075

Book-Value Growth

0.2197

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

1

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.02
183 to 364 Days0.00

Data Source: Morningstar

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