BX US SMID Momentum Index
INDEX
14.57 %
12 months
IWM
9.04 %
12 months
2025-10-17 20:00:00 UTC
1501.76
-1.19%
Capital Appreciation Objective. 50 stock model that delivers exposure to the stocks exhibiting the best risk-adjusted momentum attribute in the US Small and mid cap equity space.
| Name | BX US SMID Momentum Index |
| Stage | live |
| Calculation Frequency | realtime |
| Bloomberg Ticker | |
| FIGI | |
| Start Time | 2015-12-31 21:00:00 |
| End Time | |
| Created At | 2023-11-03 00:00:00 |
5.90 %
5.81 %
5.62 %
4.98 %
4.96 %
4.92 %
4.85 %
4.44 %
4.42 %
4.41 %
Top 10 Constituents
Top 10 Industries
Returns
| 7d | 30d | ytd | |
|---|---|---|---|
| returns | 3.47% | 2.01% | 17.37% |
Risk
| 7d | 30d | ytd | |
|---|---|---|---|
| sharpe | 14.13 | 1.18 | 1.00 |
| volatility | 34.77% | 23.26% | 22.37% |
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