QMOMAlpha Architect U.S. Quantitative Momentum ETF

Grow my money10y track recordRanked #671 of 2,960 in this goal

Seeks long-term capital appreciation.

By Alpha Architect · Launched 2015

Annual Cost

0.28%

#1,340 of 5,562 · low cost

Fund Size

$466M

#1,614 of 5,562 · large

Return (1Y)Goal

+26.7%

Track Record

10 years

#1,371 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$12,338+23.4%

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

Classification

How Beacon categorizes this fund

Asset class

Equity

Region

North america

Strategy

Systematic alpha

Factor

Momentum

What it actually holds

By weight

Concentration

Top 10 holdings = 22.9% of fund✓ well diversified

Praxis Precision Medicines IncPRAX

3.2%

Warner Bros Discovery IncWBD

2.3%

Tapestry IncTPR

2.3%

Citigroup IncC

2.2%

Newmont CorpNEM

2.2%

Hecla Mining CoHL

2.2%

RTX CorpRTX

2.1%

GE Vernova IncGEV

2.1%

Jabil IncJBL

2.1%

GE AEROSPACEGE

2.1%

Asset allocation

Stocks

99.9%

Cash

0.1%

By sector

Industrials

25.6%

Technology

24.6%

Energy

16.0%

Basic Materials

15.9%

Healthcare

8.0%

Consumer Cyclical

6.0%

Consumer Defensive

2.0%

Communication

2.0%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

24.5%High

Year-on-year price swings

Max drawdown

-39.1%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.77Decent risk-adjusted returns

Sortino (3Y)

1.09Good 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 U.S.-listed companies defined as momentum stocks based on high cumulative returns. Targets 50 to 200 equities using a quantitative, rules-based methodology, with significant exposure to Information Technology, Financials, and Industrials.
Inception date: December 1, 2015
Fund family: Alpha Architect