Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MTUM (iShares MSCI USA Momentum Factor ETF) | 11.90% | 24.86% | 18.11% | 14.03% | 13.74% | NA | NA | 14.82% |
Data as of 05/30/2025, AR inception is 04/18/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTUM (iShares MSCI USA Momentum Factor ETF) | 04/18/2013 | 05/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.57 | 24.86 | 18.11 | 14.03 | 13.74 | NA | NA | 14.82 | 11.90 | 32.89 | 9.14 | -18.51 | 13.70 | 29.86 | 27.25 | -1.67 | 37.50 | 5.00 | 8.92 | 14.62 | 19.21 |
| Sharpe Ratio | NA | 0.70 | 0.75 | 0.56 | 0.58 | NA | NA | 0.67 | 0.94 | 1.38 | 0.36 | -0.79 | 0.65 | 0.82 | 2.00 | -0.14 | 4.42 | 0.36 | 0.55 | 1.02 | 2.23 |
| Standard Deviation(%) | NA | 24.99 | 20.04 | 21.54 | 20.91 | NA | NA | 19.91 | 32.95 | 19.03 | 13.57 | 25.08 | 21.02 | 35.95 | 12.90 | 21.49 | 8.38 | 13.28 | 16.01 | 14.39 | 12.63 |
| Draw Down(%) | NA | 21.20 | 21.20 | 32.28 | 34.08 | NA | NA | 34.08 | 21.20 | 12.96 | 8.96 | 28.23 | 15.75 | 34.08 | 6.02 | 22.12 | 2.17 | 11.47 | 10.79 | 8.90 | 5.34 |
| Yield(%) | 0.00 | 0.74 | 1.35 | 1.29 | 2.01 | 2.10 | 1.57 | 2.62 | 0.00 | 1.01 | 1.47 | 1.44 | 0.62 | 1.06 | 1.86 | 1.23 | 1.38 | 1.51 | 1.21 | 1.19 | 1.20 |
Data as of 05/30/2025, AR inception is 04/18/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTUM (iShares MSCI USA Momentum Factor ETF) |
-0.50%
Sep 2020 - Sep 2023 |
4.65%
Sep 2018 - Sep 2023 |
10.61%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTUM (iShares MSCI USA Momentum Factor ETF) |
23.40%
Dec 2018 - Dec 2021 |
21.64%
Oct 2016 - Oct 2021 |
13.86%
Jan 2015 - Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart