BX US Large Cap Momentum Index
INDEX
23.95 %
12 months
MTUM
22.04 %
12 months
2025-06-27 20:00:00 UTC
1666.29
0.19%
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 |
2.69 %
2.67 %
2.64 %
2.63 %
2.58 %
2.57 %
2.55 %
2.54 %
2.53 %
2.45 %
Top 10 Constituents
Top 10 Industries
Returns
| 7d | 30d | ytd | |
|---|---|---|---|
| returns | 1.59% | 1.40% | 9.59% |
Risk
| 7d | 30d | ytd | |
|---|---|---|---|
| sharpe | 18.16 | 1.51 | 0.72 |
| volatility | 17.82% | 13.10% | 28.56% |
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