IMOMAlpha Architect International Quantitative Momentum ETF

Grow my money10y track recordRanked #1,038 of 2,960 in this goal

Seeks long-term capital appreciation.

By Alpha Architect · Launched 2015

Annual Cost

0.38%

#1,874 of 5,562 · low cost

Fund Size

$166M

#2,455 of 5,562 · mid-size

Return (1Y)Goal

+39.9%

Track Record

10 years

#1,380 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$13,004+30.0%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Equity

Region

Global ex-US

Cap

Multi cap

Strategy

Systematic alpha

Factor

Momentum

What it actually holds

By weight

Concentration

Top 10 holdings = 21.3% of fund✓ well diversified

Elbit Systems LtdESLT IT

2.3%

Societe Generale SAGLE FP

2.2%

BPER Banca SPABPE IM

2.1%

HOCHTIEF AGHOT GR

2.1%

Sandvik ABSAND SS

2.1%

Genesis Minerals LtdGMD AU

2.1%

Nokia OyjNOKIA FH

2.1%

Marubeni Corp8002 JP

2.1%

Poste Italiane SpAPST IM

2.1%

Regis Resources LtdRRL AU

2.1%

Asset allocation

Stocks

95.3%

Other

4.4%

Cash

0.2%

By sector

Industrials

31.2%

Technology

18.7%

Basic Materials

14.5%

Utilities

10.7%

Energy

10.3%

Communication

6.3%

Real Estate

4.2%

Financial Services

4.2%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

20.5%High

Year-on-year price swings

Max drawdown

-45.7%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.99Decent risk-adjusted returns

Sortino (3Y)

1.44Good downside protection

Where to buy

Listing

Exchange: NASDAQ Global Select Market

Full fund details

Objective: Seeks long-term capital appreciation.
Strategy: Actively managed, invests primarily in exchange-listed non-U.S. companies defined as momentum stocks. Targets 50 to 200 equities with the highest relative momentum from the MSCI EAFE Index, reallocating monthly.
Inception date: December 22, 2015
Fund family: Alpha Architect