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IMTM: iShares MSCI Intl Momentum Factor ETF (ETF)
Basic Info 37.89 0.28(0.74%) April 26
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (2%) |
Start Date: | 01/26/2015 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 1.28% |
Expenses | 0.30% |
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Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 01/26/2015 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.8 | 10.5 | 17.0 | 1.7 | 8.6 | 6.5 | 13.9 | -16.8 | 6.5 | 22.2 | 24.5 | -14.3 | 25.5 | 0.5 | -2.1 |
Sharpe Ratio | NA | 2.35 | 0.83 | -0.06 | 0.34 | 0.26 | 0.74 | -0.84 | 0.39 | 0.74 | 2.24 | -1.03 | 2.86 | 0.01 | -0.06 |
Draw Down(%) | NA | 5.5 | 10.0 | 30.7 | 30.7 | 30.7 | 10.0 | 29.6 | 10.6 | 29.8 | 5.7 | 23.0 | 2.5 | 11.3 | 19.8 |
Standard Deviation(%) | NA | 11.7 | 12.6 | 17.0 | 19.6 | 20.3 | 13.1 | 21.9 | 16.7 | 29.7 | 10.3 | 15.2 | 8.7 | 18.2 | 36.2 |
Treynor Ratio | NA | 0.28 | 0.11 | -0.01 | 0.07 | 0.06 | 0.1 | -0.19 | 0.05 | 0.24 | 0.27 | -0.15 | 0.25 | 0.01 | -0.05 |
Alpha | NA | 0.09 | 0.02 | 0.0 | 0.01 | 0.01 | -0.01 | -0.02 | -0.03 | 0.05 | 0.02 | 0.0 | 0.0 | 0.0 | 0.02 |
Beta | NA | 1.0 | 0.99 | 1.01 | 0.96 | 0.87 | 0.95 | 0.98 | 1.21 | 0.91 | 0.87 | 1.07 | 1.01 | 0.51 | 0.44 |
RSquared | NA | 0.79 | 0.89 | 0.91 | 0.88 | 0.51 | 0.89 | 0.93 | 0.85 | 0.89 | 0.8 | 0.9 | 0.74 | 0.24 | 0.03 |
Yield(%) | N/A | 0.0 | 2.4 | 3.1 | 3.2 | N/A | 2.5 | 2.2 | 5.4 | 1.1 | 2.6 | 2.0 | 2.3 | 2.8 | 1.5 |
Dividend Growth(%) | N/A | -100.0 | -4.9 | 125.9 | N/A | N/A | -4.9 | -60.2 | 472.2 | -45.5 | 10.0 | 3.4 | -15.9 | 72.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/26/2015
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