The Finominal Momentum Factor Index (MOM.F) measures the performance of the top and bottom 30% of global stocks ranked on their total returns over the last 12 months. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | MOM.F |
| Name | Finominal Momentum Factor Index |
| Inception Date | 3 Feb 2002 |
| Return Type | Excess Return |
| Currency | USD |
| Performance | |
|---|---|
| 3 Months | 3.72 % |
| YTD | 11.69 % |
| 1-Year | 12.34 % |
| 3-Year | 16.51 % |
| 5-Year | 25.70 % |