Performance analysis of QMOM (ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF)
Annual Return
Over the past 3 years, QMOM has had an average annual return of +18.54%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, QMOM has had an average annual return of +10.42%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, QMOM has had an average annual return of +12.54%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Jan 4, 2016, QMOM has had an average annual return of +12.58%, underperforming the benchmark SPY, which returned +15.12% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +16.18% | +2.35% | +30.40% | +9.51% | -7.00% | -4.06% | +61.99% | +28.38% | -11.75% | +15.93% | +8.32% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.96% | +7.79% | -6.64% | +12.33% | +4.82% | -2.11% | -3.65% | +16.18% | |||||
| 2025 | +5.93% | -8.17% | -4.78% | -0.94% | +4.78% | +5.39% | -1.75% | -1.41% | +2.38% | +4.47% | -2.77% | +0.28% | +2.35% |
| 2024 | +3.30% | +10.83% | +3.56% | -5.26% | +5.56% | -1.44% | +3.11% | +2.93% | +3.82% | -0.65% | +12.16% | -9.11% | +30.40% |
| 2023 | +1.26% | -1.92% | -1.19% | -3.01% | -1.30% | +7.68% | +1.19% | -3.00% | -5.45% | -4.83% | +13.57% | +7.93% | +9.51% |
| 2022 | -6.44% | +1.09% | +4.11% | -5.78% | +3.72% | -11.97% | +9.51% | +2.96% | -7.83% | +15.73% | -0.83% | -7.95% | -7.00% |
| 2021 | +10.40% | -1.87% | -7.90% | +2.26% | -6.03% | +2.29% | -5.00% | +4.05% | -2.93% | +6.47% | -3.04% | -1.23% | -4.06% |
| 2020 | +6.06% | -6.32% | -19.14% | +18.43% | +12.34% | +2.97% | +12.85% | +3.93% | +0.59% | -4.21% | +18.22% | +10.16% | +61.99% |
| 2019 | +12.07% | +3.54% | +0.71% | +3.27% | -2.66% | +5.82% | +5.55% | -1.05% | -8.33% | +1.30% | +7.66% | -1.08% | +28.38% |
| 2018 | +7.12% | -2.25% | -0.10% | -2.27% | +7.17% | -2.06% | +1.08% | +9.21% | +0.36% | -16.23% | -3.34% | -8.31% | -11.75% |
| 2017 | +3.40% | +1.77% | -1.58% | -0.24% | -2.58% | -0.26% | +5.25% | -0.27% | +4.53% | +3.50% | +3.69% | -1.94% | +15.93% |
Drawdown analysis of QMOM (ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF)
The maximum drawdown for the QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current QMOM drawdown is -7.14%.
Since Jan 4, 2016 QMOM has experienced the following drawdowns:
- 30% or more: 3 times
- 20% or more: 4 times
- 10% or more: 9 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.11% | Feb 19, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -38.89% | Feb 12, 2021 | 680 | Oct 26, 2023 | 241 | Oct 11, 2024 | 921 |
| -31.88% | Sep 13, 2018 | 70 | Dec 24, 2018 | 264 | Jan 13, 2020 | 334 |
| -26.48% | Nov 26, 2024 | 89 | Apr 8, 2025 | 194 | Jan 15, 2026 | 283 |
| -15.68% | Jan 5, 2016 | 23 | Feb 8, 2016 | 45 | Apr 14, 2016 | 68 |
| -12.65% | Mar 2, 2026 | 20 | Mar 30, 2026 | 9 | Apr 13, 2026 | 29 |
| -11.75% | Oct 13, 2020 | 13 | Oct 30, 2020 | 5 | Nov 6, 2020 | 18 |
| -11.65% | Sep 1, 2020 | 4 | Sep 8, 2020 | 19 | Oct 5, 2020 | 23 |
| -10.90% | Jan 26, 2018 | 10 | Feb 9, 2018 | 20 | Mar 12, 2018 | 30 |
| -9.89% | Jun 2, 2026 | 30 | Jul 16, 2026 | Ongoing | Ongoing | Ongoing |
| -8.59% | Nov 6, 2020 | 2 | Nov 10, 2020 | 8 | Nov 20, 2020 | 10 |
| -8.24% | Jun 20, 2018 | 5 | Jun 27, 2018 | 42 | Aug 27, 2018 | 47 |
| -8.17% | Mar 12, 2018 | 14 | Apr 2, 2018 | 34 | May 18, 2018 | 48 |
| -8.08% | Feb 21, 2017 | 37 | Apr 13, 2017 | 110 | Sep 20, 2017 | 147 |
| -7.88% | Dec 22, 2020 | 7 | Jan 4, 2021 | 3 | Jan 7, 2021 | 10 |
| -7.28% | Jan 27, 2026 | 7 | Feb 5, 2026 | 9 | Feb 19, 2026 | 16 |
| -6.50% | May 6, 2026 | 9 | May 19, 2026 | 7 | May 29, 2026 | 16 |
| -6.39% | Aug 5, 2020 | 4 | Aug 11, 2020 | 11 | Aug 26, 2020 | 15 |
| -6.05% | Jan 22, 2021 | 3 | Jan 27, 2021 | 4 | Feb 2, 2021 | 7 |
| -5.87% | Sep 22, 2016 | 31 | Nov 4, 2016 | 12 | Nov 22, 2016 | 43 |
| -4.87% | Jun 9, 2016 | 12 | Jun 27, 2016 | 8 | Jul 8, 2016 | 20 |
| -4.70% | Nov 28, 2017 | 5 | Dec 5, 2017 | 22 | Jan 8, 2018 | 27 |
| -4.48% | Nov 11, 2024 | 4 | Nov 15, 2024 | 5 | Nov 22, 2024 | 9 |
| -4.28% | Oct 16, 2024 | 11 | Oct 31, 2024 | 4 | Nov 6, 2024 | 15 |
| -3.71% | Apr 24, 2026 | 3 | Apr 29, 2026 | 1 | Apr 30, 2026 | 4 |