What is STMB?

STMB tracks an index of midcap US equities selected based on a combination of five investment factors.

PERFORMANCE [as of 12/07/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
STMB 0% 0% 0% 0% -- -- --
STMB (NAV) 3.11% 5.13% 20.83% 45.09% -- -- --
MSCI USA Mid Cap Index 3.52% -0.71% -16.98% -15.92% 8.66% 8.74% 11.86%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

STMB Factset Analytics Insight

The fund is being delisted. The last day of trading will be August 23, 2021. STMB is a passively-managed fund that offers access to the midcap segment of the US equity market. The fund has exposure to five factors — momentum, quality, value, size, and low volatility. The index scores the component stocks of the Russell Midcap Index using a rules-based model based on these five factors in selecting its securities. The 20% least liquid constituents of the parent index are excluded. STMB’s index is reviewed monthly using an optimization process designed to maximize exposure to the weighted combination of the five factors while maintaining total risk similar to that of the parent Index.

STMB Summary Data

Blackrock
04/14/20
0.30%
$8.97M
Russell US Mid Cap Factors Blend Style Index
MSCI USA Mid Cap Index
Open-Ended Fund

Peers

MSCI USA Mid Cap Index

Fund Flows

-- 5 Days
-- 30 Days
-- 90 Days

STMB Portfolio Data

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--
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1.37%
09/24/21
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STMB Index Data

Russell US Mid Cap Factors Blend Style Index
Multi-Factor
Multi-Factor
MSCI USA Mid Cap Index

STMB Portfolio Management

0.30%
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--
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STMB Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

STMB Fund Structure

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

Factset Analytics Block Liquidity

As of 12/08/22

This measurement shows how easy it is to trade a $1 million USD block of STMB. STMB is rated a N/A out of 5.

STMB Tradability

1,327
$58.47K
5
0
0.12%
$0.05
0.01%
0.24% / -0.25%
None
94.00%
50,000
0.00
0.04%
--
0
$44.84
N/A

STMB Performance Statistics

0.95
0.93
0.95
0.93
0.22%
MSCI USA Mid Cap Index

STMB Benchmark Comparison Holdings

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STMB Benchmark Comparison Summary

STMB Segment
Benchmark
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Low --

STMB Benchmark Comparison Market Cap Size

STMB Segment
Benchmark
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