IMOM
Alpha Architect Intl Quant Momt ETF
Solactive DM ex NA L and M Cap TR USD
NAV as of
4 Week: 24.62 - 26.49
52 Week: 22.83 - 29.88
Latest Closing Price
25.37
Premium / Discount
0.18
Expense Ratio
0.49%
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 1.94 | 1.16 | 1.67 |
| 1 Day | 0.20 | 0.00 | 0.00 |
| 1 Week | 1.59 | 3.03 | 0.52 |
| 1 Month | -2.17 | 6.43 | -0.34 |
| 3 Months | -4.77 | 10.56 | -0.45 |
| 6 Months | 6.96 | 16.00 | 0.43 |
| 1 Year | -13.32 | 22.36 | -0.60 |
| 2 Years | -23.18 | 31.39 | -0.74 |
| 3 Years | 43.98 | 40.60 | 1.08 |
| 5 Years | -15.97 | 50.92 | -0.31 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | -9.7208 | 33.1530 | -22.1372 | 17.4230 | 29.2388 | -1.0412 | -21.9516 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 100.0000 | 3.0000 | 98.0000 | 97.0000 | 24.0000 | 90.0000 | 32.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 28/12/2022 | 05/01/2023 | 1.5076 |
| 29/12/2021 | 04/01/2022 | 0.3588 |
| 12/09/2021 | 19/09/2021 | 0.0714 |
| 15/03/2020 | 22/03/2020 | 0.1183 |
| 29/12/2019 | 05/01/2020 | 0.0538 |
| 15/09/2019 | 22/09/2019 | 0.1091 |
| 16/06/2019 | 23/06/2019 | 0.1554 |
| 17/06/2018 | 24/06/2018 | 0.0976 |
| 26/12/2017 | 02/01/2018 | 0.1663 |
| 18/06/2017 | 25/06/2017 | 0.1445 |
Portfolio Data
Total Number of Holdings: 54
Number of Bond Holdings: 0
Number of Equity Holdings: 49
Total Market Value: 65,927,642
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Genting Singapore Ltd | 2.2271 | 1,781,968 | 0 | 1,460,355 |
| 2 | Pro Medicus Ltd | 2.1902 | 32,961 | 0 | 1,436,183 |
| 3 | Rheinmetall AG | 2.1795 | 5,141 | 0 | 1,429,188 |
| 4 | Leonardo SpA Az nom Post raggruppamento | 2.1778 | 119,179 | 0 | 1,428,061 |
| 5 | NKT A/S | 2.1759 | 29,263 | 0 | 1,426,797 |
| 6 | Hensoldt AG Ordinary Shares | 2.1663 | 40,357 | 0 | 1,420,481 |
| 7 | SMA Solar Technology AG | 2.1429 | 17,212 | 0 | 1,405,180 |
| 8 | Acciona SA | 2.1277 | 7,207 | 0 | 1,395,191 |
| 9 | Porsche AG Preference Shares | 2.1262 | 11,121 | 0 | 1,394,187 |
| 10 | Prysmian SpA | 2.1083 | 34,544 | 0 | 1,382,496 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 4.10 |
| Large | 20.03 |
| Medium | 63.89 |
| Small | 10.01 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
10.0473
Price/Book*
1.4336
Price/Sales*
0.7655
Price/Cash Flow*
2.6975
Dividend Yield*
5.7333
Growth Measures
Long-Term Earnings
15.8125
Historical Earnings
24.5656
Sales Growth
4.7403
Cash-Flow Growth
40.1095
Book-Value Growth
4.1111
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.00 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 0.02 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
