MTUM
ISHARES MSCI USA MOMENTUM FACTOR ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
MTUM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 26.70% | 33.77% | 5.08% | 11.10% | 12.64% | 15.71% | 11.04% | 14.52% |
| Sharpe Ratio | 1.55 | 1.63 | 0.34 | 0.52 | 0.78 | 0.70 | 0.70 | 0.66 |
| Max Drawdown | -9.20% | -11.54% | -21.81% | -32.28% | -21.81% | -34.08% | -21.81% | -34.08% |
| % Time Invested | 99.6% | 100.0% | 87.4% | 100.0% | 92.3% | 100.0% | 91.9% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 4.8 | 0.0 | 4.2 | 0.0 | 4.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | Open | Open | 34% | $210.56 | $277.71 | 31.89% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33% | $203.86 | $277.71 | 36.23% | Mark-to-Market |
| 2026-04-16 | Open | Interest | 33% | $1.00 | $1.00 | 0.17% | Mark-to-Market |
| 2026-04-10 | 2026-04-16 | Completed | 33% | $263.64 | $269.83 | 2.35% | Signal |
| 2026-03-11 | 2026-04-10 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2026-02-26 | 2026-03-11 | Completed | 33% | $255.72 | $248.19 | -2.95% | Signal |
| 2026-02-02 | 2026-02-26 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-06-17 | 2026-02-02 | Completed | 33% | $229.37 | $255.38 | 11.34% | Signal |
| 2025-05-06 | 2025-06-17 | Interest | 33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2025-05-01 | 2025-05-06 | Completed | 33% | $210.56 | $211.16 | 0.28% | Signal |
| 2025-04-08 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-01 | 2025-04-08 | Completed | 33% | $199.56 | $188.80 | -5.39% | Stop |
| 2025-04-01 | 2025-04-08 | Completed | 34% | $199.56 | $188.80 | -5.39% | Stop |
| 2024-08-28 | 2025-04-07 | Completed | 33% | $192.83 | $171.94 | -10.83% | Stop |
| 2025-03-10 | 2025-04-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-10 | 2025-04-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2025-03-10 | Completed | 33% | $192.83 | $197.81 | 2.58% | Stop |
| 2024-08-28 | 2025-03-10 | Completed | 34% | $192.83 | $197.81 | 2.58% | Stop |
| 2024-08-06 | 2024-08-28 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-03-06 | 2024-08-06 | Completed | 33% | $183.64 | $173.72 | -5.40% | Stop |
| 2023-12-22 | 2024-08-06 | Completed | 33% | $153.72 | $173.72 | 13.00% | Stop |
| 2023-12-05 | 2024-08-06 | Completed | 34% | $144.74 | $173.72 | 20.02% | Stop |
| 2024-01-19 | 2024-03-06 | Interest | 33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2024-01-17 | 2024-01-19 | Completed | 33% | $156.17 | $159.10 | 1.87% | Signal |
| 2023-11-10 | 2024-01-17 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-11-06 | 2023-12-22 | Interest | 33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2023-11-10 | 2023-12-05 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-08 | 2023-11-10 | Completed | 34% | $141.94 | $142.21 | 0.19% | Signal |
| 2023-11-08 | 2023-11-10 | Completed | 33% | $141.94 | $142.21 | 0.19% | Signal |
| 2023-06-02 | 2023-11-08 | Interest | 34% | $1.00 | $1.02 | 1.82% | Interest Income |
| 2023-04-06 | 2023-11-08 | Interest | 33% | $1.00 | $1.02 | 2.37% | Interest Income |
| 2023-07-21 | 2023-11-06 | Completed | 33% | $142.86 | $141.09 | -1.24% | Signal |
| 2023-03-21 | 2023-07-21 | Interest | 33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2023-03-22 | 2023-06-02 | Completed | 34% | $132.74 | $133.94 | 0.90% | Signal |
| 2023-04-04 | 2023-04-06 | Completed | 33% | $138.14 | $138.41 | 0.20% | Signal |
| 2022-08-17 | 2023-04-04 | Interest | 33% | $1.00 | $1.02 | 2.28% | Interest Income |
| 2022-08-22 | 2023-03-22 | Interest | 34% | $1.00 | $1.02 | 2.12% | Interest Income |
| 2022-10-26 | 2023-03-21 | Completed | 33% | $138.85 | $132.02 | -4.92% | Signal |
| 2022-08-22 | 2022-10-26 | Interest | 33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2022-08-16 | 2022-08-22 | Completed | 33% | $138.91 | $139.09 | 0.13% | Signal |
| 2022-08-16 | 2022-08-22 | Completed | 34% | $138.91 | $139.09 | 0.13% | Signal |
| 2022-05-25 | 2022-08-17 | Completed | 33% | $130.58 | $138.75 | 6.26% | Signal |
| 2022-04-11 | 2022-08-16 | Interest | 34% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2022-01-19 | 2022-08-16 | Interest | 33% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2022-05-03 | 2022-05-25 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-02-15 | 2022-05-03 | Completed | 33% | $156.00 | $141.80 | -9.10% | Stop |
| 2022-02-10 | 2022-04-11 | Completed | 34% | $160.28 | $154.72 | -3.47% | Signal |
| 2022-01-24 | 2022-02-15 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-01-19 | 2022-02-10 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-03-30 | 2022-01-24 | Completed | 33% | $147.59 | $148.19 | 0.41% | Stop |
| 2021-03-29 | 2022-01-19 | Completed | 33% | $148.86 | $160.61 | 7.89% | Stop |
| 2021-03-29 | 2022-01-19 | Completed | 34% | $148.86 | $160.61 | 7.89% | Stop |
| 2021-03-08 | 2021-03-30 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-03-05 | 2021-03-29 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-03-05 | 2021-03-29 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-04-03 | 2021-03-08 | Completed | 33% | $96.87 | $146.62 | 51.36% | Stop |
| 2020-06-23 | 2021-03-05 | Completed | 33% | $123.95 | $146.92 | 18.53% | Stop |
| 2020-03-24 | 2021-03-05 | Completed | 34% | $88.68 | $146.92 | 65.67% | Stop |
| 2020-04-22 | 2020-06-23 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-03-24 | 2020-04-22 | Completed | 33% | $88.68 | $108.13 | 21.93% | Signal |
| 2020-03-12 | 2020-04-03 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-11 | 2020-03-12 | Completed | 33% | $94.24 | $99.71 | 5.81% | Stop |
| 2019-12-31 | 2020-03-02 | Completed | 33% | $116.81 | $113.06 | -3.21% | Stop |
| 2019-06-25 | 2020-03-02 | Completed | 34% | $110.91 | $113.06 | 1.94% | Stop |
| 2019-12-06 | 2019-12-31 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-04-15 | 2019-12-06 | Completed | 33% | $104.24 | $115.44 | 10.74% | Signal |
| 2019-03-22 | 2019-06-25 | Interest | 34% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2019-03-22 | 2019-04-15 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-03-20 | 2019-03-22 | Completed | 33% | $102.76 | $103.15 | 0.39% | Signal |
| 2019-03-20 | 2019-03-22 | Completed | 34% | $102.76 | $103.15 | 0.39% | Signal |
| 2018-12-24 | 2019-03-20 | Interest | 34% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-11-26 | 2019-03-20 | Interest | 33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-20 | 2018-12-24 | Completed | 34% | $92.69 | $87.04 | -6.10% | Stop |
| 2016-02-10 | 2018-12-18 | Completed | 33% | $58.38 | $93.12 | 59.51% | Stop |
| 2018-11-20 | 2018-11-26 | Completed | 33% | $92.69 | $94.44 | 1.89% | Signal |
| 2018-10-29 | 2018-11-20 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-10-29 | 2018-11-20 | Interest | 34% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2017-02-09 | 2018-10-29 | Completed | 33% | $71.33 | $97.71 | 36.99% | Stop |
| 2016-07-06 | 2018-10-29 | Completed | 34% | $68.15 | $97.71 | 43.39% | Stop |
| 2016-11-18 | 2017-02-09 | Interest | 33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2016-05-10 | 2016-11-18 | Completed | 33% | $65.94 | $67.59 | 2.51% | Signal |
| 2016-01-19 | 2016-07-06 | Interest | 34% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2016-02-26 | 2016-05-10 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2016-02-10 | 2016-02-26 | Completed | 33% | $58.38 | $62.78 | 7.53% | Signal |
| 2016-01-19 | 2016-02-10 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2016-01-19 | 2016-02-10 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-12-15 | 2016-01-19 | Completed | 33% | $64.89 | $60.93 | -6.10% | Stop |
| 2015-09-17 | 2016-01-19 | Completed | 34% | $62.95 | $60.93 | -3.20% | Stop |
| 2015-09-17 | 2016-01-19 | Completed | 33% | $62.95 | $60.93 | -3.20% | Stop |
| 2015-10-08 | 2015-12-15 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2015-09-17 | 2015-10-08 | Completed | 33% | $62.95 | $61.58 | -2.18% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-04-14 | 2015-08-25 | Completed | 33% | $62.08 | $59.17 | -4.69% | Stop |
| 2015-04-14 | 2015-08-25 | Completed | 34% | $62.08 | $59.17 | -4.69% | Stop |
| 2015-04-14 | 2015-08-25 | Completed | 33% | $62.08 | $59.17 | -4.69% | Stop |
| 2015-04-10 | 2015-04-14 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-04-10 | 2015-04-14 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-04-10 | 2015-04-14 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
