Alpha Architect U.S. Quantitative Value ETF
Ticker
QVAL
ISIN
-
Price
USD 46.15
Change Today
+0.13 / 0.289 %
Price 1 year ago
35.71 / 29.237 %
Morningstar
1
52 Week Low
36.57
52 Week High
46.81
200 Day Moving Average 43.55
43.55
50-day Moving Average
45.39
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.02 |
| Sortino Ratio | 0.55 |
| Maximum Drawdown | -2.6% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -18.31 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.21 |
| Volatility | 6.684% |
| Alpha | +15.44 |
| Beta | None |
| R Squared | +83.50 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 10.24% |
| Average Annual Volatility | 22.644% |
| Sharpe Ratio | 0.45 |
| Sortino Ratio | 0.45 |
| Maximum Drawdown | -52.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.20 |
Company information
Summary
The investment seeks long-term capital appreciation. The Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 100 undervalued U.S. equity securities with the potential for capital appreciation. A security is considered to be undervalued when it trades at a price below the price at which the Adviser believes it would trade if the market reflected all factors relating to the company’s worth. The fund may also invest up to 20% of its assets in cash and cash equivalents, other investment companies, as well as securities and other instruments.
Market
US
Category
Mid-Cap Value
Expense Ratio
0.49%
Fund family
Alpha Architect
Morningstar
1
Yield
0.0134000005
Exchange
BTS
| Sector | Weight |
|---|---|
| Basic materials | 30.66% |
| Consumer cyclical | 24.27% |
| Technology | 12.44% |
| Industrials | 10.37% |
| Healthcare | 8.69% |
| Energy | 6.89% |
| Financial services | 2.19% |
| Consumer defensive | 2.15% |
| Utilities | 1.71% |
| Realestate | 0.00% |
| Communication services | 0.00% |
| Country | Ratio |
|---|---|
| United States | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| MOS | The Mosaic Co | 2.85% |
| AA | Alcoa Corp | 2.84% |
| NXST | Nexstar Media Group Inc Class A | 2.53% |
| MGY | Magnolia Oil & Gas Corp Class A | 2.43% |
| RS | Reliance Steel & Aluminum Co | 2.39% |
| WLK | Westlake Chemical Corp | 2.39% |
| LAD | Lithia Motors Inc Class A | 2.38% |
| X | United States Steel Corp | 2.34% |
| PII | Polaris Inc | 2.32% |
| KSS | Kohl's Corp | 2.31% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AVUV | Avantis U.S. Small Cap Value ETF | US025072877 | PCX | 0.25% | 4 | +19.40 | -- |
| DFAT | Dimensional U.S. Targeted Value ETF | US25434V609 | PCX | 0.29% | 4 | +17.30 | |
| DSTL | Distillate U.S. Fundamental Stability & Value ETF | US26922A321 | PCX | 0.39% | 5 | +7.54 | -- |
| FVD | First Trust Value Line Dividend Index Fund | US33734H106 | PCX | 0.67% | 4 | +5.11 | |
| GDMA | Alpha Architect Gadsden Dynamic Multi-Asset ETF | US02072L870 | PCX | 0.87% | 4 | -9.75 | -- |
| IEVL.L | iShares Edge MSCI Europe Value Factor UCITS ETF | IE00BG13YH4 | LSE | 0.25% | 4 | ||
| IJS | iShares S&P Small-Cap 600 Value ETF | US4642878791 | PCX | 0.18% | 4 | +14.11 | |
| IUSV | iShares Core S&P U.S. Value ETF | US4642876639 | NGM | 0.04% | 4 | +10.69 | |
| IVE | iShares S&P 500 Value ETF | US4642874089 | PCX | 0.18% | 4 | +10.14 | |
| MDYV | SPDR S&P 400 Mid Cap Value ETF | US78464A839 | PCX | 0.15% | 4 | +17.25 | |
| MGV | Vanguard Mega Cap Value Index Fund | US921910840 | PCX | 0.07% | 5 | +7.30 | |
| SLYV | SPDR S&P 600 Small Cap Value ETF | US78464A300 | PCX | 0.15% | 4 | +14.24 | |
| SPYV | SPDR Portfolio S&P 500 Value ETF | NUS78464A50 | PCX | 0.04% | 4 | +10.26 | |
| VBR | Vanguard Small Cap Value Index Fund | IE00B42W3S0 | PCX | 0.07% | 4 | +13.21 | |
| VOE | Vanguard Mid-Cap Value Index Fund | US922908512 | PCX | 0.07% | 4 | +9.69 | |
| VOOV | Vanguard S&P 500 Value Index Fund | US921932703 | PCX | 0.10% | 4 | +10.20 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| XSVM | Invesco S&P SmallCap Value with Momentum ETF | US46137V480 | PCX | 0.36% | 4 | +10.74 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.