IMOM

Alpha Architect Intl Quant Momt ETF

Solactive DM ex NA L and M Cap TR USD

NAV as of 22-Sep-2023

24.6984

4 Week: 24.66 - 25.72

52 Week: 22.83 - 27.14

Latest Closing Price

24.66

Premium / Discount

0.28

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

Fund Manager:
Alpha Architect
Asset Under Management:
74,729,466
Launch Date:
21/12/2015
Asset Class:
Equity
Replication Method:
Not Applicable
Number of Holdings:
53
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-0.930.98-0.95
1 Day-0.340.000.00
1 Week-1.611.14-1.41
1 Month-1.613.53-0.45
3 Months-3.456.92-0.50
6 Months-1.849.93-0.18
1 Year3.9518.760.21
2 Years-33.8129.61-1.14
3 Years-13.2436.70-0.36
5 Years-13.5150.91-0.27
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.0000-9.720833.1530-22.137217.423029.2388-1.0412-21.9516
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.0000100.00003.000098.000097.000024.000090.000032.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
28/12/202205/01/20231.5076
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

Portfolio Data

Total Number of Holdings: 53

Number of Bond Holdings: 0

Number of Equity Holdings: 49

Total Market Value: 74,729,466

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Sumitomo Mitsui Financial Group Inc2.368233,65401,769,341
2Kobe Steel Ltd2.3519124,12501,757,141
3Centrica PLC2.2203808,40901,658,810
4T&D Holdings Inc2.193895,95601,639,038
5Indra Sistemas SA SHS Class -A-2.1290107,64701,590,662
6Munchener Ruckversicherungs-Gesellschaft AG2.11093,94101,577,122
7ACS Actividades de Construccion y Servicios SA2.108743,44901,575,473
8BPER Banca SpA2.0964497,19401,566,236
9NOK Corp2.0855111,55301,558,118
10Banco BPM SpA2.0829315,57601,556,177

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant8.22
Large35.12
Medium53.94
Small0.00
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

9.8457

Price/Book*

1.2493

Price/Sales*

0.7601

Price/Cash Flow*

5.9250

Dividend Yield*

3.7030

Growth Measures

Long-Term Earnings

18.8283

Historical Earnings

16.8237

Sales Growth

7.3329

Cash-Flow Growth

-5.7577

Book-Value Growth

4.4459

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

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

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(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.

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