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 | 33.77% | 33.77% | 5.35% | 11.10% | 14.00% | 15.71% | 12.82% | 14.52% |
| Sharpe Ratio | 1.63 | 1.63 | 0.30 | 0.52 | 0.77 | 0.70 | 0.72 | 0.66 |
| Max Drawdown | -11.54% | -11.54% | -27.78% | -32.28% | -27.78% | -34.08% | -27.78% | -34.08% |
| % Time Invested | 100.0% | 100.0% | 64.8% | 100.0% | 79.9% | 100.0% | 80.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 1.1 | 0.0 | 1.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-04-02 | Open | Open | 100% | $199.23 | $277.71 | 39.39% | Mark-to-Market |
| 2025-03-11 | 2025-04-02 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2025-03-11 | Completed | 100% | $192.83 | $193.24 | 0.21% | Stop |
| 2024-08-06 | 2024-08-28 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-03-04 | 2024-08-06 | Completed | 100% | $184.07 | $173.72 | -5.63% | Stop |
| 2024-01-19 | 2024-03-04 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2024-01-17 | 2024-01-19 | Completed | 100% | $156.17 | $159.10 | 1.87% | Signal |
| 2023-11-10 | 2024-01-17 | Interest | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-11-08 | 2023-11-10 | Completed | 100% | $141.94 | $142.21 | 0.19% | Signal |
| 2023-04-06 | 2023-11-08 | Interest | 100% | $1.00 | $1.02 | 2.37% | Interest Income |
| 2023-04-04 | 2023-04-06 | Completed | 100% | $138.14 | $138.41 | 0.20% | Signal |
| 2022-08-22 | 2023-04-04 | Interest | 100% | $1.00 | $1.02 | 2.24% | Interest Income |
| 2022-05-24 | 2022-08-22 | Completed | 100% | $131.50 | $139.09 | 5.77% | Signal |
| 2022-05-02 | 2022-05-24 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-02-14 | 2022-05-02 | Completed | 100% | $154.69 | $139.92 | -9.55% | Stop |
| 2022-01-21 | 2022-02-14 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-03-30 | 2022-01-21 | Completed | 100% | $147.59 | $154.59 | 4.74% | Stop |
| 2021-03-08 | 2021-03-30 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-03-24 | 2021-03-08 | Completed | 100% | $88.68 | $146.62 | 65.33% | Stop |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-18 | 2020-03-02 | Completed | 100% | $96.86 | $113.06 | 16.73% | Stop |
| 2018-12-26 | 2019-01-18 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-21 | 2018-12-26 | Completed | 100% | $94.72 | $85.73 | -9.49% | Stop |
| 2018-10-30 | 2018-11-21 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-02-10 | 2018-10-30 | Completed | 100% | $58.38 | $94.41 | 61.71% | Stop |
| 2016-01-19 | 2016-02-10 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-09-17 | 2016-01-19 | Completed | 100% | $62.95 | $60.93 | -3.20% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-04-14 | 2015-08-25 | Completed | 100% | $62.08 | $59.17 | -4.69% | Stop |
| 2015-04-10 | 2015-04-14 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
