What is MTUM?

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.

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MTUM 1.34% 4.11% -17.05% -19.53% 7.49% 9.09% --
MTUM (NAV) 1.50% 4.18% -17.04% -19.51% 7.50% 9.10% --
MSCI USA Momentum SR Variant Index -- -- -- -- -- -- --
MSCI USA IMI 1.43% -1.65% -16.77% -15.22% 9.37% 9.97% 12.69%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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

Blackrock
04/16/13
0.15%
$12.38B
MSCI USA Momentum SR Variant Index
MSCI USA IMI
Open-Ended Fund

Peers

MSCI USA IMI

Fund Flows

+$0.01B 5 Days
+$1.42B 30 Days
+$1.70B 90 Days

MTUM Portfolio Data

$342.48B
16.49
4.02
0.80%
12/13/22
125

MTUM Index Data

MSCI USA Momentum SR Variant Index
Momentum
Momentum
MSCI USA IMI

MTUM Portfolio Management

0.15%
--
--
--

MTUM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

MTUM Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

Factset Analytics Block Liquidity

As of 11/30/22

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 Tradability

1,150,118
$162.52M
751,673
$105.08M
0.01%
$0.02
0.01%
0.15% / -0.09%
None
100.00%
50,000
15.03
0.00%
0.02%
4,159
$150.15
5

MTUM Sector/Industry Breakdown

MTUM Segment
Benchmark
21.37% --
18.81% --
12.25% --
10.60% --
9.14% --
6.29% --
6.23% --
4.31% --
3.56% --
2.51% --

MTUM Performance Statistics

0.82
0.95
0.85
1.00
0.76%
MSCI USA IMI

MTUM Countries

MTUM Segment
Benchmark
99.61% 99.91%
0.27% 0.09%

MTUM Regions

MTUM Segment
Benchmark
99.88% 100.00%

MTUM Economic Development

MTUM Segment
Benchmark
99.88% 100.00%
0.00% 0.00%

MTUM Benchmark Comparison Holdings

125
2575
123
27.74%

MTUM Benchmark Comparison Summary

MTUM Segment
Benchmark
125 2575
$342.48B $409.33B
16.49 19.05
4.02 3.54
2.08% 1.58%
Medium Low

MTUM Benchmark Comparison Market Cap Size

MTUM Segment
Benchmark
98.99% 86.28%
0.89% 10.56%
0.00% 2.81%
0.00% 0.23%