MMTM SPDR S&P 1500 Momentum Tilt ETF
What is MMTM?
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 offers a momentum play on stocks from the S&P Composite 1500 index — a cap-weighted combination of the S&P 500 index, the S&P MidCap 400 index, and the S&P SmallCap 600 index. It applies an alternative weighting methodology that 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 sub-portfolios 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.
MMTM Summary Data
MMTM Portfolio Data
MMTM Index Data
MMTM Portfolio Management
MMTM Tax Exposures
MMTM Fund Structure
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 Sector/Industry Breakdown
MMTM Top 10 Holdings
MMTM Performance Statistics
MMTM Economic Development
MMTM Benchmark Comparison Summary
MMTM Benchmark Comparison Market Cap Size