IMOM Stock Price, Chart, Stats & News

Alpha Architect International Quantitative Momentum ETF
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Foreign Large Blend
Category
2.18%
Dividend yield
$0.9636
0.38%
Expense ratio
161.40M
Assets
39.14%
1Y return
IMOM chart
1M
3M
1Y
5Y
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IMOM returns
| YTD | 16.29% |
| 1Y | 39.14% |
| 3Y | 24.02% |
| 5Y | 8.17% |
| 10Y | 7.80% |
| 1Y volatility | 23.56% |
| 3Y volatility | 18.07% |
| Sharpe ratio | 1.16 |
About
The fund's manager employs a systematic, data-driven, and multi-stage process to construct a portfolio. This portfolio typically consists of 50 to 100 international equity securities, specifically chosen for their superior relative momentum. The core principle of "momentum investing" involves identifying and investing in assets that have recently demonstrated stronger overall returns compared to other securities.
Top 10 IMOM holdings
| Holding | Ownership |
|---|---|
Industrials 2.38% | |
Consumer Cyclical 2.32% | |
Technology 2.16% | |
Health care 1.80% |
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