NYSEArca - Delayed Quote USD
iShares MSCI Intl Momentum Factor ETF (IMTM)
At close: October 31 at 4:00 PM EDT
ETF Summary
The fund will invest at least 80% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities of the index. The index consists of stocks exhibiting relatively higher momentum characteristics than the traditional market capitalization-weighted parent index, the MSCI World ex USA Index.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 14.54% |
| 5y Average Return | 8.07% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.96 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| IMTM | Category Average | IMTM | Category Average | IMTM | Category Average | |
| Alpha | 1.7 | -3.47 | 2.36 | 0.3 | 0 | 1.52 |
| BETA | 0.96 | 1.14 | 0.88 | 1.03 | 0 | 0.99 |
| Mean Annual Return | 0.58 | 0.17 | 0.87 | 0.78 | 0 | 0.64 |
| R-squared | 86.62 | 85.4 | 86.37 | 83.74 | 0 | 83.62 |
| Standard Deviation | 16.92 | 20.12 | 16.36 | 19.43 | 0 | 16.28 |
| Sharpe Ratio | 0.19 | -0.07 | 0.49 | 0.36 | 0 | 0.37 |
| Treynor Ratio | 1.95 | -3.03 | 7.94 | 5.18 | 0 | 4.93 |
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