QMOM: U.S. Quantitative Momentum ETF
Systematic
The strategy stock selection algorithm is fully automated.
Focused
The stock selection process identifies a portfolio that generally holds 50 stocks.
Momentum
The strategy seeks to buy stocks with the highest quality momentum.
Fund Overview
| As of Date |
|---|
| 08/19/2022 |
| Ticker | Index Ticker | CUSIP | Inception | Expense Ratio | Premium / Discount | AUM ($mm) | Shares |
|---|---|---|---|---|---|---|---|
| QMOM | 02072L409 | 12/02/2015 | 0.49 | 0.06% | 100.36 | 2,050,000 |
| NAV | Change ($) | Change (%) |
|---|---|---|
| 48.96 | -0.30 | -0.60 |
| Market Price | Change ($) | Change (%) |
|---|---|---|
| 48.99 | -0.27 | -0.55 |
| Period |
|---|
| 12/31/2021 |
Completed Calendar Quarters of Current Year
| Year | Quarter | Days Traded at Premium | Days Traded at Discount |
|---|---|---|---|
| 2022 | 1 | 38 | 24 |
| 2022 | 2 | 35 | 24 |
Most Recent Completed Calendar Year
| Days Traded at Premium | Days Traded at Discount |
|---|---|
| 135 | 111 |
| As of Date | 30-Day Median Bid/Ask Spread |
|---|---|
| 08/18/2022 | 0.14 |
Fund Performance
Monthly End Performance (%)
| As of Date |
|---|
| 07/31/2022 |
| Fund_Ticker | Type | YTD | 1 Month | 3 Month | 6 Month | 1 Year | 3 Year | 5 Year | Since Inception | Date |
|---|---|---|---|---|---|---|---|---|---|---|
| QMOM | NAV | -7.24 | 9.27 | -0.10 | -0.49 | -4.53 | 12.16 | 12.38 | 9.91 | |
| QMOM | MKT | -7.24 | 9.51 | -0.01 | -0.85 | -4.48 | 12.15 | 12.38 | 9.92 |
Returns are average annualized total returns, except those for periods of less than one year, which are cumulative.
The performance data quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor’s shares, when sold or redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than the performance quoted. Market price returns are based upon the closing composite market price and do not represent the returns you would receive if you traded shares at other times.
Quarterly End Performance (%)
| As of Date |
|---|
| 06/30/2022 |
| Fund_Ticker | Type | YTD | 1 Month | 3 Month | 6 Month | 1 Year | 3 Year | 5 Year | Since Inception | Date |
|---|---|---|---|---|---|---|---|---|---|---|
| QMOM | NAV | -15.11 | -11.75 | -13.45 | -15.11 | -16.97 | 10.85 | 11.46 | 8.57 | |
| QMOM | MKT | -15.29 | -11.97 | -13.98 | -15.29 | -17.14 | 10.79 | 11.49 | 8.54 |
Returns are average annualized total returns, except those for periods of less than one year, which are cumulative.
The performance data quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor’s shares, when sold or redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than the performance quoted. Market price returns are based upon the closing composite market price and do not represent the returns you would receive if you traded shares at other times.
Fund Holdings
| Effective Date |
|---|
| 08/22/2022 |
| Ticker | Name | CUSIP | Shares | Price (Local) | Market Value ($mm) | % of Net Assets |
|---|---|---|---|---|---|---|
| ABBV | ABBVIE INC | 00287Y109 | 12,518 | 141.85 | 1.78 | 1.77 |
| ACI | ALBERTSONS COS INC | 013091103 | 65,081 | 28.77 | 1.87 | 1.87 |
| AR | ANTERO RESOURCES CORP | 03674X106 | 46,766 | 41.87 | 1.96 | 1.95 |
| APA | APA CORPORATION | 03743Q108 | 42,329 | 36.15 | 1.53 | 1.52 |
| ARCH | ARCH RESOURCES INC | 03940R107 | 11,191 | 161.97 | 1.81 | 1.81 |
| ADM | ARCHER DANIELS MIDLAND CO | 039483102 | 21,615 | 87.23 | 1.89 | 1.88 |
| ARES | ARES MANAGEMENT CORPORATION | 03990B101 | 28,314 | 74.88 | 2.12 | 2.11 |
| AZO | AUTOZONE INC | 053332102 | 980 | 2,332.09 | 2.29 | 2.28 |
| BJ | BJS WHSL CLUB HLDGS INC | 05550J101 | 34,481 | 73.78 | 2.54 | 2.53 |
| CF | CF INDS HLDGS INC | 125269100 | 20,298 | 103.50 | 2.10 | 2.09 |
| CTRA | COTERRA ENERGY INC | 127097103 | 57,084 | 30.30 | 1.73 | 1.72 |
| WHD | CACTUS INC | 127203107 | 37,974 | 40.73 | 1.55 | 1.54 |
| CALM | CAL MAINE FOODS INC | 128030202 | 41,669 | 55.73 | 2.32 | 2.31 |
| CVX | CHEVRON CORP NEW | 166764100 | 10,909 | 157.69 | 1.72 | 1.71 |
| CIVI | CIVITAS RESOURCES INC | 17888H103 | 27,293 | 64.80 | 1.77 | 1.76 |
| COP | CONOCOPHILLIPS | 20825C104 | 17,122 | 105.14 | 1.80 | 1.79 |
| CEIX | CONSOL ENERGY INC NEW | 20854L108 | 35,905 | 72.26 | 2.59 | 2.59 |
| CEG | CONSTELLATION ENERGY CORP | 21037T109 | 32,651 | 80.84 | 2.64 | 2.63 |
| COST | COSTCO WHSL CORP NEW | 22160K105 | 4,351 | 554.53 | 2.41 | 2.40 |
| CYTK | CYTOKINETICS INC | 23282W605 | 50,914 | 50.68 | 2.58 | 2.57 |
| DTM | DT MIDSTREAM INC | 23345M107 | 33,945 | 57.38 | 1.95 | 1.94 |
| DVN | DEVON ENERGY CORP NEW | 25179M103 | 26,376 | 68.51 | 1.81 | 1.80 |
| FANG | DIAMONDBACK ENERGY INC | 25278X109 | 13,580 | 130.39 | 1.77 | 1.76 |
| DLTR | DOLLAR TREE INC | 256746108 | 14,245 | 167.68 | 2.39 | 2.38 |
| EQT | EQT CORP | 26884L109 | 41,574 | 47.70 | 1.98 | 1.98 |
| EXC | EXELON CORP | 30161N101 | 39,064 | 46.14 | 1.80 | 1.80 |
| EXLS | EXLSERVICE HOLDINGS INC | 302081104 | 14,593 | 177.53 | 2.59 | 2.58 |
| XOM | EXXON MOBIL CORP | 30231G102 | 19,852 | 94.08 | 1.87 | 1.86 |
| HAL | HALLIBURTON CO | 406216101 | 49,433 | 29.39 | 1.45 | 1.45 |
| HP | HELMERICH & PAYNE INC | 423452101 | 39,612 | 43.23 | 1.71 | 1.71 |
| TWNK | HOSTESS BRANDS INC | 44109J106 | 90,531 | 23.30 | 2.11 | 2.10 |
| FWONK | LIBERTY MEDIA CORP DEL | 531229854 | 30,495 | 68.85 | 2.10 | 2.09 |
| LLY | LILLY ELI & CO | 532457108 | 6,152 | 322.77 | 1.99 | 1.98 |
| MRO | MARATHON OIL CORP | 565849106 | 66,372 | 24.46 | 1.62 | 1.62 |
| MPC | MARATHON PETE CORP | 56585A102 | 19,338 | 100.45 | 1.94 | 1.94 |
| MCK | MCKESSON CORP | 58155Q103 | 5,764 | 371.01 | 2.14 | 2.13 |
| MOS | MOSAIC CO NEW | 61945C103 | 31,895 | 53.52 | 1.71 | 1.70 |
| MUSA | MURPHY USA INC | 626755102 | 7,734 | 299.48 | 2.32 | 2.31 |
| NFG | NATIONAL FUEL GAS CO | 636180101 | 26,513 | 73.06 | 1.94 | 1.93 |
| NUE | NUCOR CORP | 670346105 | 15,040 | 138.17 | 2.08 | 2.07 |
| OPCH | OPTION CARE HEALTH INC | 68404L201 | 67,940 | 32.32 | 2.20 | 2.19 |
| PANW | PALO ALTO NETWORKS INC | 697435105 | 3,796 | 513.51 | 1.95 | 1.94 |
| PRFT | PERFICIENT INC | 71375U101 | 20,229 | 83.81 | 1.70 | 1.69 |
| PXD | PIONEER NAT RES CO | 723787107 | 6,883 | 242.00 | 1.67 | 1.66 |
| QLYS | QUALYS INC | 74758T303 | 15,276 | 153.59 | 2.35 | 2.34 |
| TRGP | TARGA RES CORP | 87612G101 | 27,095 | 68.89 | 1.87 | 1.86 |
| VST | VISTRA CORP | 92840M102 | 73,959 | 25.25 | 1.87 | 1.86 |
| HCC | WARRIOR MET COAL INC | 93627C101 | 57,723 | 34.62 | 2.00 | 1.99 |
| Cash&Other | Cash & Other | 581,665 | 1.00 | 0.58 | 0.58 | |
| BG | BUNGE LIMITED | G16962105 | 16,545 | 100.02 | 1.65 | 1.65 |
| GLNG | GOLAR LNG LTD | G9456A100 | 81,315 | 28.06 | 2.28 | 2.27 |
Fund holdings and allocations are subject to change at any time and should not be considered a recommendation to buy or sell any security.
Fund Distributions
| Ex Date | Record Date | Payable Date | Income | Short Term Capital Gain | Long Term Capital Gain | Total Capital Gain | Total Distro |
|---|---|---|---|---|---|---|---|
| 12/28/2015 | 12/30/2015 | 01/04/2016 | 0.0020 | 0.0020 | |||
| 03/21/2016 | 03/23/2016 | 03/28/2016 | 0.0030 | 0.0030 | |||
| 06/20/2016 | 06/22/2016 | 06/27/2016 | 0.0250 | 0.0250 | |||
| 09/19/2016 | 09/21/2016 | 09/26/2016 | 0.0130 | 0.0130 | |||
| 12/28/2016 | 12/30/2016 | 01/04/2017 | 0.0420 | 0.0420 | |||
| 03/20/2017 | 03/22/2017 | 03/27/2017 | 0.0100 | 0.0100 | |||
| 06/19/2017 | 06/21/2017 | 06/26/2017 | 0.0260 | 0.0260 | |||
| 12/27/2018 | 12/28/2018 | 01/07/2019 | 0.0129 | 0.0129 | |||
| 03/18/2019 | 03/19/2019 | 03/25/2019 | 0.0017 | 0.0017 | |||
| 03/16/2020 | 03/17/2020 | 03/23/2020 | 0.0444 | 0.0444 | |||
| 12/30/2021 | 12/31/2021 | 01/05/2022 | 0.0626 | 0.0626 |