MMTM offers a momentum play on stocks from the S&P Composite 1500 index a cap-weighted combination of the S&P 500 index, the S&P MidCap 400 index, and the S&P SmallCap 600 index. It applies an alternative weighting methodology that overweights the recent best-performing stocks at the expense of the poorest. It does so by ranking stocks by their trailing 11-month performance before breaking them into 20 groups. These sub-portfolios each have the same weight, but stocks within them are weighted by market-cap. Since the portfolio is rebalanced quarterly, the exposure is more dynamic than cap-weighted funds, and sector exposures will oscillate more.
公司网站 :
https://us.spdrs.com/en/etf/spdr-sp-1500-momentum-tilt-etf-MMTM
总经理:-
建立时间:2012
公司总部:Boston
领域:Miscellaneous
行业:Investment trusts/Mutual funds