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 | 27.40% | 33.77% | 8.41% | 11.10% | 14.28% | 15.71% | 11.93% | 14.52% |
| Sharpe Ratio | 1.40 | 1.63 | 0.49 | 0.52 | 0.83 | 0.70 | 0.72 | 0.66 |
| Max Drawdown | -11.54% | -11.54% | -23.58% | -32.28% | -23.58% | -34.08% | -23.58% | -34.08% |
| % Time Invested | 93.7% | 100.0% | 71.7% | 100.0% | 78.3% | 100.0% | 76.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.1 | 0.0 | 1.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-23 | Open | Open | 100% | $221.69 | $277.71 | 25.27% | Mark-to-Market |
| 2025-05-01 | 2025-05-23 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-02 | 2025-05-01 | Completed | 100% | $199.23 | $210.56 | 5.69% | Signal |
| 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 |
| 2023-08-02 | 2024-08-06 | Completed | 100% | $142.42 | $173.72 | 21.98% | Stop |
| 2023-03-29 | 2023-08-02 | Interest | 100% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2022-12-14 | 2023-03-29 | Completed | 100% | $142.81 | $133.78 | -6.32% | Signal |
| 2022-08-22 | 2022-12-14 | Interest | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2022-08-16 | 2022-08-22 | Completed | 100% | $138.91 | $139.09 | 0.13% | Signal |
| 2022-01-21 | 2022-08-16 | Interest | 100% | $1.00 | $1.01 | 1.45% | 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 |
| 2020-06-18 | 2021-03-08 | Completed | 100% | $120.79 | $146.62 | 21.38% | Stop |
| 2020-04-06 | 2020-06-18 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-03-24 | 2020-04-06 | Completed | 100% | $88.68 | $98.96 | 11.59% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-04-15 | 2020-03-02 | Completed | 100% | $104.24 | $113.06 | 8.46% | Stop |
| 2019-03-22 | 2019-04-15 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-03-20 | 2019-03-22 | Completed | 100% | $102.76 | $103.15 | 0.39% | Signal |
| 2018-11-29 | 2019-03-20 | Interest | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2018-11-21 | 2018-11-29 | Completed | 100% | $94.72 | $98.72 | 4.23% | Signal |
| 2018-10-30 | 2018-11-21 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-04-25 | 2018-10-30 | Completed | 100% | $64.43 | $94.41 | 46.53% | Stop |
| 2016-01-19 | 2016-04-25 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2015-11-13 | 2016-01-19 | Completed | 100% | $63.58 | $60.93 | -4.16% | Stop |
| 2015-10-14 | 2015-11-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2015-09-17 | 2015-10-14 | Completed | 100% | $62.95 | $62.40 | -0.87% | Signal |
| 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
