QVAL
Alpha Architect US Quantitative Val ETF
Alpha Architect Quantitative Val NR USD
NAV as of
4 Week: 33.01 - 36.13
52 Week: 27.86 - 37.98
Latest Closing Price
33.97
Premium / Discount
-0.05
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 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 | -8.63 | 2.00 | -4.31 |
| 1 Day | -3.41 | 0.00 | 0.00 |
| 1 Week | -2.58 | 4.02 | -0.64 |
| 1 Month | 0.56 | 10.41 | 0.05 |
| 3 Months | 6.29 | 17.50 | 0.36 |
| 6 Months | -6.19 | 23.32 | -0.27 |
| 1 Year | -5.90 | 30.97 | -0.19 |
| 2 Years | 21.01 | 35.68 | 0.59 |
| 3 Years | 13.10 | 55.46 | 0.24 |
| 5 Years | 13.38 | 61.21 | 0.22 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | -13.3915 | 13.4147 | 24.9834 | -16.5524 | 23.5252 | -5.9996 | 34.1699 |
| 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 | 94.0000 | 82.0000 | 2.0000 | 81.0000 | 73.0000 | 92.0000 | 16.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 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 |
| 13/09/2020 | 20/09/2020 | 0.0546 |
| 15/03/2020 | 22/03/2020 | 0.0719 |
Portfolio Data
Total Number of Holdings: 57
Number of Bond Holdings: 0
Number of Equity Holdings: 50
Total Market Value: 238,353,983
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 | 0.00 |
| Large | 13.34 |
| Medium | 41.20 |
| Small | 44.57 |
| 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*
7.8134
Price/Book*
1.4631
Price/Sales*
0.4255
Price/Cash Flow*
1.6922
Dividend Yield*
3.0113
Growth Measures
Long-Term Earnings
22.1689
Historical Earnings
65.0261
Sales Growth
8.4351
Cash-Flow Growth
24.1093
Book-Value Growth
5.0213
*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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