Fund exposure record
MTUM
iShares MSCI USA Momentum Factor ETF
BlackRock · Momentum Factor
Reported positions
125
Rows in current dataset
Holdings coverage
99.9%
high confidence
Holdings snapshot
2025-12-16
Retrieved 2025-12-16
Latest price
2026-10-07
Adjusted-close observation
YTD
+29.32%
1 year
+27.54%
3Y annualized
+32.89%
5Y annualized
+13.74%
Volatility
+21.84%
Max drawdown
-34.08%
Adjusted-close observations. Historical period is limited to available common dates.
Largest reported holdings
| Symbol | Name | Reported weight |
|---|---|---|
| AVGO | AVGO | 5.53% |
| JPM | JPM | 4.91% |
| META | META | 4.72% |
| MSFT | MSFT | 4.64% |
| NVDA | NVDA | 4.52% |
| PLTR | PLTR | 4.17% |
| AMD | AMD | 2.88% |
| ORCL | ORCL | 2.88% |
| GOOGL | GOOGL | 2.77% |
| MU | MU | 2.51% |
| GE | GE | 2.49% |
| WMT | WMT | 2.40% |
| NFLX | NFLX | 2.29% |
| V | V | 2.29% |
| GOOG | GOOG | 2.26% |
| CAT | CAT | 2.01% |
| GEV | GEV | 1.84% |
| IBM | IBM | 1.82% |
| APP | APP | 1.75% |
| GS | GS | 1.70% |
Classified reported exposure
63.3% of fund weight maps to the current sector dictionary.
Unclassified36.5%
Technology36.2%
Financials12.8%
Industrials6.8%
Consumer Staples2.4%
Communication Services2.3%
Healthcare1.1%
Consumer Discretionary1.0%
Materials0.5%
Utilities0.3%
Risk calculation details
- Sharpe ratio
- 0.59
- Sortino ratio
- 0.55
- Beta vs SPY
- 1.07
- CAPM alpha
- +0.57%
Calculated from date-aligned daily adjusted-close returns with a 4% annual risk-free assumption. Descriptive, not predictive.