MTUM — iShares MSCI USA Momentum Factor ETF | Redstone

MTUM — iShares MSCI USA Momentum Factor ETF | Redstone

Performance

MTUM +23.93%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
MTUM	-1.58%	+25.56%	+23.93%	+11.56%	-17.99%	0.79

Current Drawdown

-8.08%

Rolling Volatility

+1.14%

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Metrics

Risk Indicators

Alpha4.13%

Beta1.54x

Sharpe0.79

Sortino1.12

Omega1.14

Calmar1.33

Martin3.26

Comparisons

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