iShares Edge MSCI Intl Momentum Fctr ETF (IMTM)

26.74 +0.74  +2.85% NYSE Arca Mar 30, 15:59 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 25.99
Discount or Premium to NAV 0.04%
Turnover Ratio 105.0%
1 Year Fund Level Flows 84.69M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -12.60% -14.08% -13.99% 51
3M -17.01% -17.20% -20.40% 14
6M -10.70% -10.83% -12.40% 29
YTD -16.59% -16.86% -20.06% 15
1Y -6.61% -6.74% -8.68% 32
3Y 1.03% 1.47% 1.60% 45
5Y 0.96% 1.10% 1.41% 47
10Y -- -- 4.38% --
15Y -- -- 4.35% --
20Y -- -- 2.50% --
As of March 27, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.70% 0.70% 0.00%
Stock 99.28% 99.28% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.01% 0.01% 0.00%
Other 0.01% 0.02% 0.00%
As of March 26, 2020

Region Exposure

Americas 9.87%
North America 9.87%
Latin America 0.00%
Greater Europe 63.62%
United Kingdom 8.70%
Europe Developed 54.31%
Europe Emerging 0.05%
Africa/Middle East 0.56%
Greater Asia 26.51%
Japan 16.44%
Australasia 7.46%
Asia Developed 2.13%
Asia Emerging 0.47%
Market Classification
% Developed Markets 99.47%
% Emerging Markets 0.53%
As of March 26, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 6.52%
Communication Services 4.68%
Consumer Cyclical 8.33%
Consumer Defensive 13.10%
Energy 1.07%
Financial Services 10.50%
Healthcare 22.25%
Industrials 12.65%
Real Estate 3.38%
Technology 10.98%
Utilities 6.55%
As of March 26, 2020

Stock Market Capitalization

Giant 52.26%
Large 35.66%
Medium 11.95%
Small 0.08%
Micro 0.06%
As of March 26, 2020

Stock Style Exposure

Large Cap Value 9.56%
Large Cap Blend 40.66%
Large Cap Growth 37.78%
Mid Cap Value 2.06%
Mid Cap Blend 4.49%
Mid Cap Growth 5.31%
Small Cap Value 0.05%
Small Cap Blend 0.00%
Small Cap Growth 0.08%
As of March 26, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
NESN Nestle SA 5.52% -- --
ROG Roche Holding AG Dividend Right Cert. 3.82% -- --
ASML ASML Holding NV 2.89% -- --
AZN AstraZeneca PLC 2.32% -- --
MC LVMH Moet Hennessy Louis Vuitton SE 2.19% -- --
CSL CSL Ltd 2.07% -- --
NOVN Novartis AG 1.97% -- --
IBE Iberdrola SA 1.83% -- --
ENEL Enel SpA 1.78% -- --
NOVO B Novo Nordisk A/S B 1.76% -- --
As of March 26, 2020
Advertisement

Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI World ex USA Momentum Index that measures the performance of international developed large- and mid-capitalization stocks exhibiting relatively higher momentum characteristics. The fund will invest at least 90% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities of the index. The index consists of stocks exhibiting relatively higher momentum characteristics than the traditional market capitalization-weighted parent index, the MSCI World ex USA Index.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Growth
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Foreign Large Growth
Prospectus Objective World Stock
Fund Owner Firm Name iShares
Benchmark Index
MSCI World ex US Momentum NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.80 yrs
Amy Whitelaw 1.17 yrs
Greg Savage 5.05 yrs
Jennifer Hsui 5.05 yrs
Rachel Aguirre 1.17 yrs

Net Fund Flows

1M 22.60M
3M 22.60M
6M 43.23M
YTD 22.60M
1Y 84.69M
3Y 209.12M
5Y 224.09M
10Y --
As of Feb. 29, 2020

Risk Info

Beta (5Y) 0.7848
Max Drawdown (All) 23.03%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.3627
30-Day Rolling Volatility 67.72%
Daily Value at Risk (VaR) 1% (All) 2.53%
Monthly Value at Risk (VaR) 1% (All) 9.44%

Fundamentals

Dividend Yield TTM (3-30-20) 2.48%
30-Day SEC Yield (12-18-18) 0.00%
7-Day SEC Yield --
Weighted Average PE Ratio 22.56
Weighted Average Price to Sales Ratio 1.995
Weighted Average Price to Book Ratio 2.980
Weighted Median ROE 19.69%
Weighted Median ROA 7.79%
Forecasted Dividend Yield 2.45%
Forecasted PE Ratio 19.74
Forecasted Price to Sales Ratio 1.973
Forecasted Price to Book Ratio 2.785
Number of Holdings 315
As of March 26, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.78%
Forecasted Book Value Growth 5.35%
Forecasted Cash Flow Growth 6.66%
Forecasted Earnings Growth 11.18%
Forecasted Revenue Growth 1.36%
As of March 26, 2020

Comparables

Edit

Attributes

Key Dates
Inception Date 1/13/2015
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.