BX US Large Cap Momentum Index
INDEX
12.71 %
12 months
MTUM
8.15 %
12 months
2025-03-28 20:00:00 UTC
1456.02
0.00%
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 |
2.93 %
2.73 %
2.71 %
2.65 %
2.62 %
2.56 %
2.55 %
2.53 %
2.53 %
2.52 %
Top 10 Constituents
Top 10 Industries
Returns
| 7d | 30d | ytd | |
|---|---|---|---|
| returns | -3.40% | -6.73% | -4.24% |
Risk
| 7d | 30d | ytd | |
|---|---|---|---|
| sharpe | -7.81 | -1.68 | -0.61 |
| volatility | 12.25% | 35.61% | 27.07% |
This website uses cookies to enhance the user experience.