QVAL
Alpha Architect US Quantitative Val ETF
Solactive GBS US 1000 TR USD
NAV as of
4 Week: 31.58 - 33.22
52 Week: 27.86 - 37.14
Latest Closing Price
31.98
Premium / Discount
-0.08
Expense Ratio
0.39%
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 undervalued U.S. equity securities with the potential for capital appreciation. A security is considered to be undervalued when it trades at a price below the price at which the Adviser believes it would trade if the market reflected all factors relating to the company’s worth. 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 | -0.58 | 1.48 | -0.39 |
| 1 Day | -0.22 | 0.00 | 0.00 |
| 1 Week | -1.63 | 1.17 | -1.40 |
| 1 Month | -1.33 | 5.71 | -0.23 |
| 3 Months | -8.31 | 12.29 | -0.68 |
| 6 Months | -10.70 | 16.82 | -0.64 |
| 1 Year | -10.68 | 28.59 | -0.37 |
| 2 Years | -6.97 | 37.46 | -0.19 |
| 3 Years | 45.06 | 43.90 | 1.03 |
| 5 Years | 3.97 | 62.03 | 0.06 |
| 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 | -13.3915 | 13.4147 | 24.9834 | -16.5524 | 23.5252 | -5.9996 | 34.1699 | -11.5737 |
| 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 | 94.0000 | 82.0000 | 2.0000 | 81.0000 | 73.0000 | 92.0000 | 16.0000 | 80.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 28/03/2023 | 30/03/2023 | 0.1833 |
| 28/12/2022 | 05/01/2023 | 0.2857 |
| 11/09/2022 | 18/09/2022 | 0.0963 |
| 12/06/2022 | 20/06/2022 | 0.2022 |
| 13/03/2022 | 20/03/2022 | 0.0580 |
| 29/12/2021 | 04/01/2022 | 0.2770 |
| 12/09/2021 | 19/09/2021 | 0.0443 |
| 13/06/2021 | 20/06/2021 | 0.0393 |
| 15/03/2021 | 21/03/2021 | 0.0953 |
| 14/03/2021 | 21/03/2021 | 0.0953 |
Portfolio Data
Total Number of Holdings: 52
Number of Bond Holdings: 0
Number of Equity Holdings: 50
Total Market Value: 234,066,295
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Biogen Inc | 2.9822 | 9,633 | 0 | 2,882,194 |
| 2 | BorgWarner Inc | 2.9346 | 64,975 | 0 | 2,836,159 |
| 3 | Urban Outfitters Inc | 2.8406 | 92,717 | 0 | 2,745,350 |
| 4 | Herbalife Nutrition Ltd | 2.8231 | 61,465 | 0 | 2,728,431 |
| 5 | Brunswick Corp | 2.8154 | 46,276 | 0 | 2,721,029 |
| 6 | Tapestry Inc | 2.7979 | 102,856 | 0 | 2,704,084 |
| 7 | AbbVie Inc | 2.6904 | 31,807 | 0 | 2,600,222 |
| 8 | Caterpillar Inc | 2.6815 | 17,936 | 0 | 2,591,573 |
| 9 | Foot Locker Inc | 2.6452 | 57,735 | 0 | 2,556,506 |
| 10 | Reliance Steel & Aluminum Co | 2.6372 | 21,660 | 0 | 2,548,732 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 4.01 |
| Large | 14.16 |
| Medium | 20.42 |
| Small | 56.66 |
| Micro | 4.13 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
6.8179
Price/Book*
1.3304
Price/Sales*
0.4465
Price/Cash Flow*
1.5016
Dividend Yield*
4.3262
Growth Measures
Long-Term Earnings
16.0162
Historical Earnings
82.9155
Sales Growth
29.6206
Cash-Flow Growth
74.6359
Book-Value Growth
20.2089
*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 | 0.01 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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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.
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