MMTM
SPDR S&P 1500 Momentum Tilt ETFMMTM Fund Description
MMTM tracks a tiered index that weights securities from the S&P 1500 according to a combination of their market capitalization and their price momentum over the previous 12 months.
MMTM Factset Analytics Insight
MMTM's momentum play has yet to catch on with investors. The fund overweights the recent best-performing stocks at the expense of the poorest. It does so by ranking stocks by their trailing 11-month performance before breaking them into 20 groups. These subportfolios each have the same weight, but stocks within them are weighted by market cap. Since the portfolio is rebalanced quarterly, the exposure is more dynamic than cap-weighted funds, and sector exposures will oscillate more. While the fund takes some extra market risk, it avoids the larger bets of some competitors. Investors haven't bought in however. Liquidity and assets are weak, but a major fee cut in February 2015 improves the outlook for investor interest.
MMTM MSCI ESG Analytics Insight
SPDR S&P 1500 Momentum Tilt ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.68 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. SPDR S&P 1500 Momentum Tilt ETF ranks in the 56th percentile within its peer group and in the 67th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
MMTM MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
MMTM Charts And Performance
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MMTM Summary Data
MMTM Portfolio Data
MMTM Portfolio Management
MMTM Tax Exposures
MMTM Fund Structure
MMTM Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of MMTM. MMTM is rated a 5 out of 5.
MMTM Tradability
MMTM Sector/Industry Breakdown
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MMTM Top 10 Holdings[View All]
MMTM Countries
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MMTM Regions
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MMTM Economic Development
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MMTM Performance Statistics
MMTM MSCI ESG Ratings
MMTM Benchmark Comparison Summary
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MMTM Benchmark Comparison Market Cap Size
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MSCI ESG Research LLC’s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.