MTUMiShares MSCI USA Momentum Factor ETF
MTUM Fund Description
MTUM tracks an index of large- and midcap US equities, selected and weighted based on price appreciation over 6- and 12-month periods and low volatility over the past 3 years.
MTUM Factset Analytics Insight
MTUM aims to pick stocks that have steadily increased in price lately. It selects and weights stocks by looking at both 6- and 12-month holding period returns, scaled by the volatility of returns over the past three years. In other words, the fund uses modified Sharpe ratios to find stocks with a smooth, positive trend line. The resulting, small-basket portfolio (it only ever holds between roughly 100 and 350 different stocks) makes large sector bets and carries high market risk. MTUM offers factor-based exposure in an efficient wrapper.
MTUM MSCI ESG Analytics Insight
iShares MSCI USA Momentum Factor ETF has an MSCI ESG Fund Rating of A based on a score of 7.05 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. iShares MSCI USA Momentum Factor ETF ranks in the 74th percentile within its peer group and in the 91st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
MTUM 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.
MTUM Summary Data
MTUM Portfolio Data
MTUM Index Data
MTUM Portfolio Management
MTUM Tax Exposures
MTUM Fund Structure
MTUM Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of MTUM. MTUM is rated a 5 out of 5.
MTUM Sector/Industry Breakdown
MTUM Top 10 Holdings[View All]
MTUM Economic Development
MTUM Performance Statistics
MTUM MSCI ESG Ratings
MTUM Benchmark Comparison Summary
MTUM Benchmark Comparison Market Cap Size