Performance analysis of IMOM (ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ETF)
Annual Return
Over the past 3 years, IMOM has had an average annual return of +25.11%, outperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, IMOM has had an average annual return of +8.45%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, IMOM has had an average annual return of +7.93%, underperforming the benchmark SPY, which returned +15.45% annual.
Since Jan 4, 2016, IMOM has had an average annual return of +7.99%, underperforming the benchmark SPY, which returned +15.39% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +18.05% | +47.18% | +5.21% | +9.16% | -21.95% | -0.74% | +28.47% | +18.26% | -23.07% | +34.82% | -8.55% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +8.86% | +9.05% | -11.99% | +11.78% | +2.99% | -1.85% | +18.05% | ||||||
| 2025 | +5.46% | +0.86% | -0.11% | +6.88% | +6.24% | +6.03% | -2.31% | +4.32% | +5.89% | -0.56% | +3.81% | +3.30% | +47.18% |
| 2024 | +3.72% | +3.77% | +2.78% | -6.17% | +5.77% | -4.56% | +2% | +2.02% | +0.21% | -3.61% | +1.68% | -1.74% | +5.21% |
| 2023 | +5.12% | -0.81% | +1.91% | +0.06% | -5.64% | +3.37% | +2.17% | -2.67% | -4.46% | -3.44% | +10.69% | +3.66% | +9.16% |
| 2022 | -11.79% | -2.39% | +1.02% | -6.42% | +0.41% | -10.91% | +7.23% | -2.61% | -11.20% | +5.62% | +11.43% | -1.79% | -21.95% |
| 2021 | +0.87% | -1.89% | -1.35% | +4.02% | -0.90% | -0.04% | +4.42% | +2.32% | -7.89% | +3.17% | -3.72% | +0.94% | -0.74% |
| 2020 | -2.12% | -8.63% | -14.06% | +10.63% | +10.74% | +4.08% | +3.44% | +4.26% | +1.23% | -2.07% | +12.35% | +9.14% | +28.47% |
| 2019 | +7.20% | +1.06% | +2.64% | +0.67% | -3.22% | +5% | -1.02% | -0.83% | -0.09% | +1.13% | +1.85% | +2.92% | +18.26% |
| 2018 | +6.22% | -3.22% | -0.61% | -3.83% | +3.32% | -5.73% | +0.90% | -3.56% | +1.18% | -12.91% | +0.44% | -6.66% | -23.07% |
| 2017 | +5.27% | +0.54% | +3.76% | +2.16% | +3.01% | -0.83% | +4.51% | +2.06% | +2.72% | +4.36% | +0.86% | +1.99% | +34.82% |
Drawdown analysis of IMOM (ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ETF)
The maximum drawdown for the IMOM was -45.71%, occurring on Mar 18, 2020. Recovery took 179 trading sessions.
The current IMOM drawdown is -2.45%.
Since Jan 4, 2016 IMOM has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 2 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.71% | Jan 29, 2018 | 537 | Mar 18, 2020 | 179 | Dec 1, 2020 | 716 |
| -39.27% | Sep 15, 2021 | 263 | Sep 30, 2022 | 683 | Jun 24, 2025 | 946 |
| -16.48% | Jul 29, 2016 | 103 | Dec 23, 2016 | 109 | Jun 2, 2017 | 212 |
| -16.22% | Feb 16, 2021 | 14 | Mar 8, 2021 | 127 | Sep 7, 2021 | 141 |
| -15.61% | Feb 25, 2026 | 23 | Mar 30, 2026 | 26 | May 6, 2026 | 49 |
| -14.05% | Jan 4, 2016 | 28 | Feb 12, 2016 | 34 | Apr 4, 2016 | 62 |
| -5.71% | Jun 20, 2016 | 5 | Jun 27, 2016 | 4 | Jul 1, 2016 | 9 |
| -5.57% | Jan 25, 2021 | 4 | Jan 29, 2021 | 7 | Feb 9, 2021 | 11 |
| -4.92% | Jan 27, 2026 | 7 | Feb 5, 2026 | 2 | Feb 9, 2026 | 9 |
| -4.74% | Nov 24, 2017 | 8 | Dec 6, 2017 | 18 | Jan 3, 2018 | 26 |
| -4.30% | May 13, 2026 | 4 | May 19, 2026 | 4 | May 26, 2026 | 8 |
| -4.17% | Nov 13, 2025 | 6 | Nov 21, 2025 | 12 | Dec 10, 2025 | 18 |
| -4.16% | Jun 8, 2017 | 5 | Jun 15, 2017 | 23 | Jul 19, 2017 | 28 |
| -3.92% | Oct 6, 2025 | 9 | Oct 17, 2025 | 16 | Nov 10, 2025 | 25 |
| -3.91% | Jun 30, 2025 | 10 | Jul 15, 2025 | 6 | Jul 23, 2025 | 16 |
| -3.82% | Jul 23, 2025 | 3 | Jul 28, 2025 | 7 | Aug 6, 2025 | 10 |
| -3.71% | Apr 14, 2016 | 6 | Apr 22, 2016 | 29 | Jun 3, 2016 | 35 |
| -3.42% | Jan 8, 2021 | 5 | Jan 15, 2021 | 3 | Jan 21, 2021 | 8 |
| -3.11% | Jun 3, 2016 | 9 | Jun 16, 2016 | 2 | Jun 20, 2016 | 11 |
| -3.04% | Nov 8, 2017 | 5 | Nov 15, 2017 | 4 | Nov 21, 2017 | 9 |
| -2.99% | Dec 1, 2020 | 4 | Dec 7, 2020 | 4 | Dec 11, 2020 | 8 |
| -2.96% | Aug 18, 2025 | 10 | Sep 2, 2025 | 6 | Sep 10, 2025 | 16 |
| -2.58% | Sep 19, 2017 | 6 | Sep 27, 2017 | 10 | Oct 11, 2017 | 16 |
| -2.57% | Aug 7, 2017 | 4 | Aug 11, 2017 | 10 | Aug 25, 2017 | 14 |
| -2.47% | May 26, 2026 | 4 | Jun 1, 2026 | Ongoing | Ongoing | Ongoing |