NasdaqGM - Delayed Quote USD

Alpha Architect Value Momentum Trend ETF (VMOT)

27.09
+0.28
+(1.04%)
At close: November 21 at 4:00 PM EST

ETF Summary

The fund is a “fund of funds,” meaning that it primarily invests its assets in the shares of other ETFs, rather than in securities of individual companies. Its portfolio is composed primarily of four other ETFs advised by the Sub-Adviser.

Risk Overview

Performance & Risk

YTD Return 16.54%
5y Average Return 3.76%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.47
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VMOTCategory AverageVMOTCategory AverageVMOTCategory Average
Alpha -4.29 -1.54 -3.55 0.12 0 -0.43
BETA 0.47 0.49 0.53 0.44 0 0.39
Mean Annual Return 0.08 0.31 0.33 0.57 0 0.37
R-squared 34.99 65.96 50.75 60.83 0 54.06
Standard Deviation 13.01 10.27 12.86 10.35 0 9.1
Sharpe Ratio -0.23 -0.08 0.12 0.4 0 0.29
Treynor Ratio -8.3 -8.59 1.29 8.9 0 6.65

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