MTUM iShares MSCI USA Momentum Factor ETF
MTUM Fund Description
MTUM tracks an index of large- and mid-cap 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 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 Benchmark Comparison Summary
MTUM Benchmark Comparison Market Cap Size