BX US SMID Momentum Index
INDEX
-4.41 %
12 months
2025-03-31 20:00:00 UTC
1191.92
0.27%
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 |
6.23 %
5.50 %
5.29 %
5.17 %
5.17 %
5.16 %
5.07 %
4.84 %
4.83 %
4.05 %
Top 10 Constituents
Top 10 Industries
Returns
| 7d | 30d | ytd | |
|---|---|---|---|
| returns | -2.30% | -6.85% | -6.85% |
Risk
| 7d | 30d | ytd | |
|---|---|---|---|
| sharpe | -6.20 | -2.24 | -1.16 |
| volatility | 11.34% | 25.28% | 21.60% |
This website uses cookies to enhance the user experience.