Alpha Architect US Quantitative Val ETF (QVAL)

22.21 +0.01  +0.04% BATS Jul 8, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 22.23
Discount or Premium to NAV -0.07%
Turnover Ratio 77.00%
1 Year Fund Level Flows 29.91M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -12.66% -12.71% -8.97% 75
3M 14.71% 14.73% 15.51% 15
6M -26.22% -26.10% -20.08% 92
YTD -26.29% -26.33% -20.66% 91
1Y -19.23% -19.17% -15.44% 83
3Y -2.45% -2.37% -1.94% 65
5Y -1.29% -1.24% 1.80% 94
10Y -- -- 8.49% --
15Y -- -- 5.70% --
20Y -- -- 7.15% --
As of July 8, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.28% 0.28% 0.00%
Stock 99.72% 99.72% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of July 7, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 2.84%
As of July 7, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 5.32%
Communication Services 6.79%
Consumer Cyclical 25.63%
Consumer Defensive 8.42%
Energy 0.00%
Financial Services 0.00%
Healthcare 23.67%
Industrials 19.69%
Real Estate 0.00%
Technology 10.49%
Utilities 0.00%
As of July 7, 2020

Stock Market Capitalization

Giant 0.00%
Large 18.16%
Medium 46.50%
Small 35.34%
Micro 0.00%
As of July 7, 2020

Stock Style Exposure

Large Cap Value 10.36%
Large Cap Blend 7.80%
Large Cap Growth 0.00%
Mid Cap Value 33.61%
Mid Cap Blend 12.89%
Mid Cap Growth 0.00%
Small Cap Value 18.00%
Small Cap Blend 11.99%
Small Cap Growth 5.36%
As of July 7, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
NUS Nu Skin Enterprises Inc Class A 3.05% 44.42 +0.23%
NUS Nu Skin Enterprises Inc Class A 3.05% 44.42 +0.23%
QRTEA Qurate Retail Inc Class A 2.86% 9.41 -1.21%
QRTEA Qurate Retail Inc Class A 2.86% 9.41 -1.21%
CORT Corcept Therapeutics Inc 2.86% 16.84 +1.51%
CORT Corcept Therapeutics Inc 2.86% 16.84 +1.51%
SNX Synnex Corp 2.81% 117.78 +1.69%
SNX Synnex Corp 2.81% 117.78 +1.69%
CMC Commercial Metals Co 2.73% 19.47 -1.57%
CMC Commercial Metals Co 2.73% 19.47 -1.57%
As of July 7, 2020
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Basic Info

Investment Strategy
The investment seeks long-term capital appreciation. The fund will normally invest at least 80% of its total assets in the component securities of the Alpha Architect Quantitative Value Index. The index uses a 5-step, quantitative, rules-based methodology to identify a portfolio of approximately 40-50 undervalued U.S. equity securities with the potential for capital appreciation.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Mid-Cap Value
Prospectus Objective Growth and Income
Fund Owner Firm Name Alpha Architect
Benchmark Index
S&P 500 TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Brandon Koepke 0.01 yrs
Brandon Koepke 0.01 yrs

Net Fund Flows

1M 5.592M
3M 24.49M
6M 25.49M
YTD 25.49M
1Y 29.91M
3Y 51.71M
5Y 64.00M
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) 1.425
Max Drawdown (All) 51.47%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.0253
30-Day Rolling Volatility 42.88%
Daily Value at Risk (VaR) 1% (All) 4.19%
Monthly Value at Risk (VaR) 1% (All) 28.10%

Fundamentals

Dividend Yield TTM (7-8-20) 2.57%
30-Day SEC Yield (5-31-20) 2.25%
7-Day SEC Yield --
Weighted Average PE Ratio 10.09
Weighted Average Price to Sales Ratio 0.5185
Weighted Average Price to Book Ratio 1.966
Weighted Median ROE 24.79%
Weighted Median ROA 8.12%
Forecasted Dividend Yield 1.87%
Forecasted PE Ratio 11.83
Forecasted Price to Sales Ratio 0.4725
Forecasted Price to Book Ratio 1.751
Number of Holdings 41
As of July 7, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.59%
Forecasted Book Value Growth 9.67%
Forecasted Cash Flow Growth 18.89%
Forecasted Earnings Growth 8.11%
Forecasted Revenue Growth 9.97%
As of July 7, 2020

Comparables

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Attributes

Key Dates
Inception Date 10/22/2014
Termination Date
Last Annual Report Date 9/30/2019
Last Prospectus Date 2/4/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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