Alpha Architect International Quantitative Momentum ETF
Key Statistics
Historical Performance
Total return including reinvested distributions, from adjusted closing prices.
Price History
Price history is being compiled for this fund.
Top Holdings
Top 25 holdings as of Mar 31, 2026 · source: SEC N-PORT. Full holdings & prospectus →
About IMOM
The Fund’s Investment StrategyThe Fund is actively managed by Alpha Architect, LLC, the Fund’s investment sub-adviser (“Alpha Architect” or the “Sub-Adviser”). Under normal circumstances, the Fund will invest at least 80% of its net assets (plus any borrowings for investment purposes) in exchange-listed companies that meet the Sub-Adviser’s definition of momentum (“Momentum Companies”). The Fund defines Momentum Companies as companies that, within the universe of the largest 1,500 exchange-listed stocks by market capitalization that principally trade on securities exchanges in countries included in the MSCI EAFE Index, are among the 500 with the highest cumulative total returns over the past 12 months, excluding the most recent month.The Sub-Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 200 non-U.S. equity securities with the highest relative momentum, as described below.The Sub-Adviser analyzes an initial universe of liquid stocks that principally trade on developed non-U.S. markets securities exchanges in countries included in the MSCI EAFE Index. Typically, the minimum market capitalization for the smallest-capitalization stocks in the initial universe is above $1 billion.The Sub-Adviser eliminates from the initial universe illiquid securities, exchange-traded funds (ETFs), and stocks of companies with less than twelve months of available financial data. The resulting universe is composed primarily of highly liquid, small-, mid- and large-cap stocks.The Sub-Adviser then employs proprietary screens to eliminate companies with issues that may negatively impact their momentum. For example, the Sub-Adviser will generally eliminate companies that measure poorly on any of the following variables: (1) past six-month momentum (lower is bad), (2) past nine-month momentum (lower is bad), and (3) beta (higher is bad).Next, the Sub-Adviser screens the remaining universe of companies to identify the companies with the highest cumulative return for the past 12 months, excluding the most recent month. Last, the Sub-Adviser employs an ensemble of momentum quality screens to identify which of the remaining companies has experienced the most consistent positive returns, as opposed to short-lived success during the 12-month period measured above. The Sub-Adviser then selects the top 50 to 200 momentum stocks.The Fund may have significant exposure to one or more of the following sectors: Financials, Industrials, and Information Technology.The Sub-Adviser will reallocate the Fund’s portfolio on a periodic basis, generally each month.
IMOM News
- (IMOM) as a Liquidity Pulse for Institutional Tactics
- (IMOM) Risk Channels and Responsive Allocation
- (IMOM) Movement as an Input in Quant Signal Sets
- Alpha Architect International Quantitative Momentum ETF (NASDAQ:IMOM) Short Interest Down 44.0% in June
- (IMOM) Movement as an Input in Quant Signal Sets
- Liquidity Mapping Around (IMOM) Price Events
- Why (IMOM) Price Action Is Critical for Tactical Trading
- Tower Semiconductor Climbs on Silicon Photonics Expansion Deal
- Alpha Architect International Quantitative Momentum ETF (NASDAQ:IMOM) Sees Large Decline in Short Interest
Data for IMOM is aggregated from third-party providers (Tiingo, Nasdaq, Finnhub) and SEC filings, may be delayed at least 20 minutes, and may be incomplete or contain errors. Nothing here is investment advice. Verify with the official prospectus before investing.