US-PI-MOM50
INDEX
20.53 %
12 months
MTUM
18.12 %
12 months
2025-05-07 20:00:00 UTC
1539.16
0.30%
The index objective is to efficiently deliver US Large Cap exposure powered by the Phase Detection Engine (PDE), phaseinvest's proprietary regime identification model. The index holds securities with the best risk-adjusted momentum attribute in large cap US equities.
| Name | US-PI-MOM50 |
| Stage | live |
| Calculation Frequency | realtime |
| Bloomberg Ticker | |
| FIGI | |
| Start Time | 2015-12-31 21:00:00 |
| End Time | |
| Created At | 2023-06-30 20:00:00 |
3.54 %
3.17 %
2.95 %
2.91 %
2.85 %
2.76 %
2.62 %
2.59 %
2.56 %
2.55 %
Top 10 Constituents
Top 10 Industries
Returns
| 7d | 30d | ytd | |
|---|---|---|---|
| returns | 1.80% | 16.17% | 1.18% |
Risk
| 7d | 30d | ytd | |
|---|---|---|---|
| sharpe | 7.62 | 13.58 | 0.10 |
| volatility | 20.15% | 38.28% | 32.82% |
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