NYSEArca - Delayed Quote USD

iShares MSCI Intl Momentum Factor ETF (IMTM)

37.61 -0.44 (-1.16%)
At close: April 25 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

Performance & Risk

YTD Return 10.97%
5y Average Return 8.76%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.96
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
IMTMCategory AverageIMTMCategory AverageIMTMCategory Average
Alpha 3.08 -1.37 3.76 1.42 0 1.62
BETA 0.96 1.13 0.86 1.02 0 0.99
Mean Annual Return 0.53 0.16 0.87 0.74 0 0.57
R-squared 86.98 85.05 86.75 84.22 0 84.12
Standard Deviation 16.86 20.13 16.36 19.57 0 16.24
Sharpe Ratio 0.2 -0.04 0.51 0.35 0 0.33
Treynor Ratio 2.15 -2.36 8.45 5.11 0 4.32

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