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IMTM: iShares MSCI Intl Momentum Factor ETF (ETF)
Basic Info 39.72 0.43(1.09%) February 05
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (2%) |
Start Date: | 01/26/2015 |
Last Dividend Date: | 12/17/2024 |
12-Mo. Yield | 3.10% |
Expenses | 0.30% |
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Performance Analytics (As of 01/31/2025)
Not up-to-date? TryLast 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 01/26/2015 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.8 | 6.2 | 15.5 | 5.7 | 7.7 | 6.8 | 6.8 | 12.2 | 13.9 | -16.8 | 6.5 | 22.2 | 24.5 | -14.3 | 25.5 | 0.5 | -2.1 |
Sharpe Ratio | NA | 5.54 | 0.48 | 0.09 | 0.25 | 0.25 | 0.25 | 0.35 | 0.74 | -0.84 | 0.39 | 0.74 | 2.24 | -1.03 | 2.86 | 0.01 | -0.06 |
Draw Down(%) | NA | 2.2 | 12.0 | 27.1 | 30.7 | 30.7 | 30.7 | 12.0 | 10.0 | 29.6 | 10.6 | 29.8 | 5.7 | 23.0 | 2.5 | 11.3 | 19.8 |
Standard Deviation(%) | NA | 13.2 | 15.9 | 17.2 | 20.3 | 20.1 | 20.1 | 15.7 | 13.1 | 21.9 | 16.7 | 29.7 | 10.3 | 15.2 | 8.7 | 18.2 | 36.2 |
Treynor Ratio | NA | 0.71 | 0.06 | 0.02 | 0.06 | 0.06 | 0.06 | 0.05 | 0.1 | -0.19 | 0.05 | 0.33 | 0.27 | -0.15 | 0.25 | 0.01 | -0.05 |
Alpha | NA | 0.02 | 0.01 | 0.0 | 0.01 | 0.01 | 0.01 | 0.03 | -0.01 | -0.02 | -0.03 | 0.07 | 0.02 | 0.0 | 0.0 | 0.0 | 0.02 |
Beta | NA | 1.03 | 1.17 | 1.01 | 0.88 | 0.81 | 0.81 | 1.16 | 0.95 | 0.98 | 1.21 | 0.66 | 0.87 | 1.07 | 1.01 | 0.51 | 0.44 |
RSquared | NA | 0.87 | 0.85 | 0.89 | 0.63 | 0.41 | 0.41 | 0.84 | 0.89 | 0.93 | 0.85 | 0.36 | 0.8 | 0.9 | 0.74 | 0.24 | 0.03 |
Yield(%) | N/A | 0.0 | 3.1 | 2.5 | 3.2 | 3.1 | N/A | 3.2 | 2.6 | 2.2 | 5.4 | 1.2 | 2.6 | 2.0 | 2.3 | 2.8 | 1.5 |
Dividend Growth(%) | N/A | -100.0 | 39.7 | -12.3 | 75.2 | N/A | N/A | 39.7 | -5.1 | -59.8 | 464.1 | -45.0 | 9.9 | 3.4 | -14.4 | 72.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/26/2015
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