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Basic Info

The S&P 500 Momentum is designed to measure the performance of 100 securities in the S&P 500 (^SPX) universe that exhibit persistence in their relative performance. The index solely comprises constituents with high risk-adjusted price return momentum, the tendency of investments to exhibit persistence in their relative performance. This index complements the S&P single factor indices and can be used by investors within a strategic allocation portfolio of alternative beta strategies, as well as a tactical strategy when market conditions are favorable. Constituents are weighted by the product of market cap and momentum score. Rebalancing takes place semiannually in March and September.
Core Index Name S&P 500 Momentum Index
Return Type Net Total Return
Currency Code USD
Category Hedge Type Not Hedged

Index Varieties

Return Types
Price Return S&P 500 Momentum Index
Total Return S&P 500 Momentum Index Total Return

Total Return Performance

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Name
1M
3M
6M
1Y
3Y
5Y
10Y
15Y
1.58%
-2.97%
10.16%
25.44%
29.28%
18.42%
17.54%
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As of December 18, 2025. Returns for periods of 1 year and above are annualized.
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Annual Performance

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Name
2018
2019
2020
2021
2022
2023
2024
YTD
-0.40%
25.63%
27.78%
22.50%
-11.03%
17.06%
45.68%
24.46%
As of December 19, 2025.

Basic Info

The S&P 500 Momentum is designed to measure the performance of 100 securities in the S&P 500 (^SPX) universe that exhibit persistence in their relative performance. The index solely comprises constituents with high risk-adjusted price return momentum, the tendency of investments to exhibit persistence in their relative performance. This index complements the S&P single factor indices and can be used by investors within a strategic allocation portfolio of alternative beta strategies, as well as a tactical strategy when market conditions are favorable. Constituents are weighted by the product of market cap and momentum score. Rebalancing takes place semiannually in March and September.
Core Index Name S&P 500 Momentum Index
Return Type Net Total Return
Currency Code USD
Category Hedge Type Not Hedged

Index Varieties

Return Types
Price Return S&P 500 Momentum Index
Total Return S&P 500 Momentum Index Total Return