MTUM
iShares MSCI USA Momentum Factor ETF
$199.96
0.44 (0.22%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap Growth |
|---|---|
| Market Cap | 10697.86M |
| 52 Week High | 199.96 |
| 52 Week Low | 134.809 |
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Key Data
| Symbol | MTUM |
|---|---|
| Type | ETF |
| Category | Large Cap Growth |
| Price | 199.96 |
| Price Yesterday | 199.52 |
| Market Cap | 10,697.86 |
| YTD Return | 27.69% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0015 |
Overview
| 52 Week High | 199.96 |
|---|---|
| 52 Week Low | 134.81 |
| Market Cap | 10,697.86M |
| Shares Outstanding | 53.50M |
| Income Dividend Yield | 0.56% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.56% |
Returns Annualized
| One Day | 74.31% |
|---|---|
| Five Days | 237.19% |
| One Months | 102.32% |
| Three Months | 35.07% |
| Six Months | 64.66% |
| Nine Months | 60.59% |
| One Year | 42.52% |
| Three Years | 6.41% |
| Five Years | 11.88% |
| Ten Years | 13.61% |
| YTD | 60.70% |
| Since Inception | 14.41% |
Returns Total
| One Day | 0.22% |
|---|---|
| Five Days | 2.44% |
| One Month | 5.75% |
| Three Months | 7.67% |
| Six Months | 27.78% |
| Nine Months | 42.07% |
| One Year | 42.47% |
| Three Years | 20.37% |
| Five Years | 75.07% |
| Ten Years | 256.98% |
| YTD | 27.69% |
| Since Inception | 351.00% |
Yearly Returns
| 2024 | 27.69% |
|---|---|
| 2023 | 9.16% |
| 2022 | -18.26% |
| 2021 | 13.37% |
| 2020 | 29.85% |
| 2019 | 27.25% |
| 2018 | -1.66% |
| 2017 | 37.50% |
| 2016 | 5.00% |
| 2015 | 8.93% |
Risk against SP-DA
| Alpha | 7.20% |
|---|---|
| Beta | 1.28 |
| Correlation | 90.23% |
| Downside Deviation | 3.17% |
| Coefficient of determination | 81.42% |
| Standard Deviation | 4.57% |
| Sharpe Ratio | 0.87 |
| Sortino | 4.36 |
| Treynor | 28.95 |
| Ulcer Index | 2.67 |
| Ulcer Performance Index | 5.17 |