NasdaqGM - Nasdaq Real Time Price USD
Alpha Architect U.S. Quantitative Momentum ETF (QMOM)
62.40
+0.36
+(0.58%)
At close: May 19 at 4:00:00 PM EDT
62.40
0.00
(0.00%)
After hours: May 19 at 5:57:13 PM EDT
ETF Summary
The Sub-Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 200 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 Sub-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.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | -3.26% |
| 5y Average Return | 15.16% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.18 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| QMOM | Category Average | QMOM | Category Average | QMOM | Category Average | |
| Alpha | -2.75 | -5.76 | -0.4 | -6.22 | 0 | -3.7 |
| BETA | 1.18 | 1.15 | 1.07 | 1.14 | 0 | 1.11 |
| Mean Annual Return | 0.96 | 0.69 | 1.37 | 0.95 | 0 | 0.86 |
| R-squared | 69.51 | 78.68 | 55.2 | 74.1 | 0 | 78.41 |
| Standard Deviation | 23.06 | 21.5 | 23.27 | 21.62 | 0 | 19.42 |
| Sharpe Ratio | 0.3 | 0.17 | 0.58 | 0.4 | 0 | 0.43 |
| Treynor Ratio | 3.98 | 1.42 | 11.06 | 6.01 | 0 | 6.15 |
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