NasdaqGM - Nasdaq Real Time Price
USD
Alpha Architect U.S. Quantitative Momentum ETF (QMOM)
65.87
+0.45
(+0.69%)
At close: November 6 at 4:00:00 PM EST
65.87
0.00
(0.00%)
After hours: November 6 at 4:00:12 PM EST
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Learn moreETF Summary
Under normal circumstances,the fund will invest at least 80% of its net assets (plus any borrowings for investment purposes) in U.S.- listed companies that meet the Sub-Adviser’s definition of momentum (“Momentum Companies ”). 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.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 0.88% |
| 5y Average Return | 4.43% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.34 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
QMOM | Category Average | QMOM | Category Average | QMOM | Category Average |
|
Alpha
|
-6.21 | -9.06 | -3.19 | -9.62 | -2.93 | -4.01 |
|
BETA
|
1.34 | 1.21 | 1.08 | 1.12 | 1.12 | 1.1 |
|
Mean Annual Return
|
1.78 | 1.24 | 0.76 | 0.43 | 1.15 | 1.07 |
|
R-squared
|
71.37 | 73.73 | 67.84 | 75.65 | 64.77 | 77 |
|
Standard Deviation
|
20.04 | -- | 20.66 | -- | 22.07 | -- |
|
Sharpe Ratio
|
0.84 | 0.51 | 0.25 | 0.07 | 0.51 | 0.53 |
|
Treynor Ratio
|
12.48 | 7.71 | 2.96 | -0.39 | 8.42 | 8.2 |
