BX US Large Cap Momentum Index
2025-12-10 21:00:00 UTC
1837.54
0.27%
Capital-Appreciation seeking 50 Stock Index designed to isolate exposure to the stocks with the best risk-adjusted momentum factor.
| Name | BX US Large Cap Momentum Index |
| Stage | live |
| Calculation Frequency | realtime |
| Bloomberg Ticker | |
| FIGI | |
| Start Time | 2015-12-31 21:00:00 |
| End Time | |
| Created At | 2023-06-30 00:00:00 |
3.42 %
3.07 %
3.03 %
3.00 %
3.00 %
2.97 %
2.85 %
2.78 %
2.77 %
2.70 %
Top 10 Constituents
Top 10 Industries
Returns
| 7d | 30d | ytd | |
|---|---|---|---|
| returns | 0.07% | 1.09% | 20.85% |
Risk
| 7d | 30d | ytd | |
|---|---|---|---|
| sharpe | 2.10 | 0.64 | 0.94 |
| volatility | 1.92% | 22.91% | 23.55% |
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