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ETFs

Alpha Architect International Quantitative Momentum ETF

IMOM
$--
Today’s Change
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Snapshot
*

Inception Date
Dec 23 2015
Expense Ratio
0.49%
Type
Global Ex. US Equities
Fund Owner
Alpha Architect
Volume (1m avg. daily)
$335,506
AUM
$74,717,500
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
No
Prospectus
View

Top 10 Holdings

8316
Sumitomo Mitsui Financial Group Inc
2.37%
5406
Kobe Steel Ltd
2.35%
CNA
Centrica plc
2.22%
8795
T&D Holdings Inc.
2.19%
BPE
BPER Banca S.p.A
2.16%
BAMI
Banco BPM S.p.A
2.14%
IDR
Indra Sistemas - Ordinary Shares - Class A
2.13%
UCG
Unicredit Spa
2.11%
ACS
ACS, Actividades de Construccion Y Servicios, S.A.
2.11%
MUV2
Muenchener Rueckversicherungs-Gesellschaft AG - Registered Shares
2.11%
Invest with IMOM

What is IMOM?

IMOM is an Active ETF. It seeks to invest in stocks with the highest quality momentum. The strategy stock selection algorithm is fully automated.

ETFs related toIMOM

ETFs correlated to IMOM include IMTM, MFDX, AVIV

IMOM
EA Series Trust - Alpha Architect International Quantitative Momentum ETF
IMTM
BlackRock Institutional Trust Company N.A. - iShares MSCI Intl Momentum Factor ET
MFDX
Pimco Equity Series - PIMCO RAFI Dynamic Multi-Factor International Equity ETF
AVIV
American Century ETF Trust - Avantis International Large Cap Value ETF
DFIV
Dimensional ETF Trust - Dimensional International Value ETF
PXF
Invesco Capital Management LLC - Invesco FTSE RAFI Developed Markets ex-U.S. ETF
FNDF
Schwab Strategic Trust - Schwab Fundamental International Large Company Index ETF
AVDE
American Century ETF Trust - Avantis International Equity ETF
IVLU
BlackRock Institutional Trust Company N.A. - iShares MSCI Intl Value Factor ETF
EFV
BlackRock Institutional Trust Company N.A. - iShares MSCI EAFE Value ETF
AVDV
American Century ETF Trust - Avantis International Small Cap Value ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

IMOM is a Global Ex. US Equities ETF. IMOM is an Active ETF. It seeks to invest in stocks with the highest quality momentum. The strategy stock selection algorithm is fully automated.

Yes, IMOM is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, IMOM is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on IMOM is -0.0086%. This is the percent change in the value of IMOM over the most recent 1-month period. The 3-month return on IMOM is -0.0258%. This is the percent change in the value of IMOM over the most recent 3-month period.

The standard deviation of IMOM for the past year is 0.1921%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to IMOM include QQH, RODM, and MOTI.

ETFs correlated to IMOM include IMTM, MFDX, and AVIV.

ETFs that are inversely correlated to IMOM include EFZ, EPV, and SH.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.