MTUM aims to pick stocks that have steadily increased in price lately. It selects and weights stocks by looking at both 6- and 12-month holding period returns, scaled by the volatility of returns over the past three years. In other words, the fund uses modified Sharpe ratios to find stocks with a smooth, positive trend line. The resulting, small-basket portfolio (it only ever holds between roughly 100 and 350 different stocks) makes large sector bets and carries high market risk. MTUM offers factor-based exposure in an efficient wrapper.
公司网站 :
https://www.ishares.com/us/products/251614/ishares-msci-usa-momentum-factor-etf
总经理:-
建立时间:2013
公司总部:iShares MSCI USA Momentum Factor ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds