VMOT

VMOT2018-06-05T15:51:11+00:00
White Paper

VMOT: Value Momentum Trend ETF

THE INDEX SEEKS TO CAPTURE GLOBAL VALUE MOMENTUM AND TREND FACTORS
White Paper

VMOT ETF Overview

1Other Expenses are estimated for the current fiscal year.
2Acquired Fund Fees and Expenses are indirect fees and expenses that the Fund incurs from investing in the shares of other investment companies, including the Alpha Architect ETFs (QVAL, IVAL, QMOM, and IMOM) and are estimated for the current fiscal year.
3The Fund’s investment adviser has contractually agreed to waive its management fee of 45 basis points (0.45%) for the Fund until at least January 31, 2019. This agreement may be terminated only by, or with the consent of, the Fund’s Board of Trustees.
4Net Expense Ratio represents the percentage applicable to investors.

VMOT NAV History

VMOT Price History

VMOT AUM History

VMOT ETF Performance

Monthly End Performance (%)

As of Date
11/30/2018

Quarterly End Performance (%)

Date
09/30/2018

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.

VMOT ETF Holdings

Effective Date
12/14/2018

Fund holdings and allocations are subject to change at any time and should not be considered a recommendation to buy or sell any security.

VMOT ETF Distributions

VMOT ETF Documentation

VMOT Index Information

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VMOT Index Constituents

Calculation Notes:

Index Weight (%)

“Index Weight (%)” represents the allocation as a percentage of the total net asset value of the Index. Please note that the Index Weights are as of the Index Date.

Index Date

“Index Date” is the Day the 3rd Party Index Provider publishes the constituents/weights of the Index that will reflect the hedge position. The Index is effective before market open on the Index Date.

VMOT Index Trend Following Signals

Calculation Notes:

Domestic Equity Signal

The Index will engage in hedging of its U.S. portfolio by shorting a representative broad-based U.S. securities index ETF when either one or both of the following conditions are met. First, the Index will hedge if the U.S. equity markets’ total return over a rolling twelve calendar month period is less than or equal to U.S. Treasury bill returns over the same period. Second, the Index will hedge when the U.S. equity markets’ twelve-month moving average exceeds current prices. There is a 50 percent weight to each rule. If both rules are triggered the Index’s U.S. equity portfolio will be fully hedged; if one rule is triggered the Index’s U.S. equity portfolio will be 50 percent hedged; and if no rules are triggered the Index’s U.S. equity portfolio will have no hedge.

International Equity Signal

The Index will engage in hedging of its international portfolio by shorting a representative broad based international securities index ETF when either one or both of the following conditions are met. First, the Index will hedge if the international equity markets’ total return over a rolling twelve calendar month period is less than or equal to the returns of the U.S. Treasury bill over the same period. Second, the Index will hedge when the international equity markets’ twelve-month moving average exceeds current prices. There is a 50 percent weight to each rule. If both rules are triggered the Index’s international equity portfolio will be fully hedged; if one rule is triggered the Index’s international equity portfolio will be 50 percent hedged; and if no rules are triggered the Index’s international equity portfolio will have no hedge.

Index Date

“Index Date” is the Day the 3rd Party Index Provider publishes the constituents/weights of the Index that will reflect the hedge position. The Index is effective before market open on the Index Date.