BATS
MTUM
Oct 20, Last price
295.84USD
1D
0.87%
1Q
-5.97%
Jan 2017
289.81%
Name
iShares MSCI USA Momentum Factor ETF
Chart & performance
Div yield, %
0.77%
Expense ratio
0.15%
AUM
18.74b
Beta (realized)
1.06
Beta (adj.)
1.20
Sharp Ratio
0.43
Sortino Ratio
0.39
Std Dev
23.18%
VaR (95%, 1D)
2.33%
CVaR (99%, 1D)
5.70%
VaR (99%, 30D)
19.27%
MDD
-34.08%
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