MTUM: iShares MSCI USA Momentum Factor ETF (ETF)
Basic Info 175.29 1.82(1.03%) May 01
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | (1%) |
Start Date: | 04/18/2013 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.13% |
Expenses | 0.15% |
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Performance Analytics (As of 04/30/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/18/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.7 | 11.8 | 24.1 | 1.6 | 10.2 | 12.8 | 13.3 | 9.1 | -18.5 | 13.7 | 29.9 | 27.3 | -1.7 | 37.5 | 5.0 | 8.9 | 14.6 | 19.2 |
Sharpe Ratio | NA | 2.51 | 1.67 | -0.01 | 0.39 | 0.61 | 0.65 | 0.36 | -0.79 | 0.65 | 0.82 | 2.0 | -0.14 | 4.42 | 0.36 | 0.55 | 1.02 | 2.23 |
Draw Down(%) | NA | 8.2 | 8.2 | 32.3 | 34.1 | 34.1 | 34.1 | 9.0 | 28.2 | 15.8 | 34.1 | 6.0 | 22.1 | 2.2 | 11.5 | 10.8 | 8.9 | 5.3 |
Standard Deviation(%) | NA | 19.6 | 15.4 | 19.5 | 23.6 | 19.8 | 19.4 | 13.6 | 25.1 | 21.0 | 35.9 | 12.9 | 21.5 | 8.4 | 13.3 | 16.0 | 14.4 | 12.6 |
Treynor Ratio | NA | 0.49 | 0.34 | 0.0 | 0.12 | 0.15 | 0.16 | 0.11 | -0.34 | 0.16 | 0.3 | 0.48 | -0.03 | 0.43 | 0.06 | 0.09 | 0.14 | 0.32 |
Alpha | NA | 0.07 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.04 | 0.03 | 0.01 | -0.07 | 0.01 | -0.01 | 0.03 | 0.02 | 0.0 | 0.0 | -0.02 |
Beta | NA | 1.0 | 0.76 | 0.61 | 0.76 | 0.79 | 0.79 | 0.47 | 0.59 | 0.88 | 0.97 | 0.54 | 1.01 | 0.85 | 0.82 | 0.96 | 1.01 | 0.87 |
RSquared | NA | 0.92 | 0.78 | 0.67 | 0.78 | 0.79 | 0.8 | 0.43 | 0.75 | 0.8 | 0.93 | 0.59 | 0.96 | 0.77 | 0.83 | 0.93 | 0.93 | 0.83 |
Yield(%) | N/A | 0.1 | 1.0 | 1.1 | 1.5 | 2.3 | N/A | 1.5 | 1.4 | 0.6 | 1.1 | 1.8 | 1.2 | 1.4 | 1.5 | 1.2 | 1.2 | 1.2 |
Dividend Growth(%) | N/A | -92.4 | -51.6 | 35.3 | 62.0 | N/A | N/A | -19.5 | 164.6 | -26.7 | -26.6 | 44.9 | 19.8 | -1.9 | 31.7 | 15.5 | 16.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/18/2013
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