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ETFs

Alpha Architect Value Momentum Trend ETF

VMOT
$--
Today’s Change
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Snapshot
*

Inception Date
May 03 2017
Expense Ratio
2.55%
Type
Global Ex. US Equities
Fund Owner
Alpha Architect
Volume (1m avg. daily)
$83,926
AUM
$37,519,200
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
No
Prospectus
View

Top 10 Holdings

n/a
Cash & Other
87.69%
QVAL
EA Series Trust - Alpha Architect U.S. Quantitative Value ETF
34.51%
QMOM
EA Series Trust - Alpha Architect U.S. Quantitative Momentum ETF
30.27%
IVAL
EA Series Trust - Alpha Architect International Quantitative Value ETF
20.77%
IMOM
EA Series Trust - Alpha Architect International Quantitative Momentum ETF
15.98%
EFA
BlackRock Institutional Trust Company N.A. - iShares MSCI EAFE ETF
-18.90%
SPY
SSgA Active Trust - SPDR S&P 500 ETF Trust
-70.32%
Invest with VMOT

What is VMOT?

VMOT is an Active ETF. The strategy's trend-following system seeks to minimize large drawdowns via trend signals. The strategy seeks to invest in the cheapest, highest quality value stocks.

ETFs related toVMOT

ETFs correlated to VMOT include PXE, FTXN, IEO

VMOT
EA Series Trust - Alpha Architect Value Momentum Trend ETF
PXE
Invesco Capital Management LLC - Invesco Dynamic Energy Exploration & Production ETF
FTXN
First Trust Exchange-Traded Fund III - First Trust Nasdaq Oil & Gas ETF
IEO
BlackRock Institutional Trust Company N.A. - iShares U.S. Oil & Gas Exploration & Production ETF
XOP
SPDR Series Trust - SPDR Oil & Gas Exploration and Production ETF
GUSH
Direxion Shares ETF Trust - Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 3X Shares
FCG
First Trust Exchange-Traded Fund III - First Trust Natural Gas ETF
RYE
Invesco Capital Management LLC - Invesco S&P 500 Equal Weight Energy ETF
FXN
First Trust Exchange-Traded Fund III - First Trust Energy AlphaDEX Fund
NRGU
Bank of Montreal - MicroSectors U.S. Big Oil Index 3X Leveraged ETNs
VDE
Vanguard Group, Inc. - Vanguard Energy 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.

Automated Strategies
Related toVMOT

#OPUS-8

Opus-8

Category

Opus

Risk Rating

Conservative

#OPUS-12

Opus-12

Category

Opus

Risk Rating

Moderate

Create your own algorithmic trading strategy with VMOT using Composer

FAQ

VMOT is a Global Ex. US Equities ETF. VMOT is an Active ETF. The strategy's trend-following system seeks to minimize large drawdowns via trend signals. The strategy seeks to invest in the cheapest, highest quality value stocks.

Yes, VMOT 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, VMOT 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 VMOT is -0.055%. This is the percent change in the value of VMOT over the most recent 1-month period. The 3-month return on VMOT is -0.0448%. This is the percent change in the value of VMOT over the most recent 3-month period.

The standard deviation of VMOT for the past year is 0.1343%. 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 VMOT include IGF, PBW, and EFG.

ETFs correlated to VMOT include PXE, FTXN, and IEO.

ETFs that are inversely correlated to VMOT include DRIP, OILD, and NRGD.

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.