See what your fund actually adds
Alpha Architect International Quantitative Momentum ETF IMOM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IMOM | Replication |
|---|---|---|
| Annualized growth | 6.2% | 9.4% |
| Annualized volatility | 18.2% | 14.0% |
| Sharpe ratio | 0.42 | 0.71 |
| Maximum drawdown | 34.7% | 25.6% |
| Replication fit (R²) | 0.72 · Tracking error 9.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model IMOM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VSS | Intl · Small Cap | 38.2% |
| DBEF | Intl · Dev Hedged | 27.8% |
| VEA | Intl · Developed | 22.8% |
| MTUM | Factor · Momentum | 7.3% |
| DGS | EM Small Cap | 3.9% |