ISHARES MSCI INTL MOMENTUM FACTOR ETF
Symbol: IMTM
Exchange: NYSE ARCA
Sector: Financial_Services
Category: Foreign Large Blend
Inception Date: 13/01/2015
Latest Date: 17/04/2026
Current Price: $52.81
Expense Ratio: 0.30%
Assets Under Management
$3.6B
0.11% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
9.75%
Volatility
33.20%
Sharpe Ratio
-1.588
VaR 95%
-3.23%
CVaR 95%:
-3.49%
Max Drawdown:
-8.99%
Sortino Ratio:
-3.001
Calmar Ratio:
-5.46
Return
6.17%
Volatility
23.94%
Sharpe Ratio
-0.110
VaR 95%
-2.78%
CVaR 95%:
-3.17%
Max Drawdown:
-12.85%
Sortino Ratio:
-0.165
Calmar Ratio:
0.08
Return
14.79%
Volatility
18.74%
Sharpe Ratio
0.419
VaR 95%
-1.74%
CVaR 95%:
-2.64%
Max Drawdown:
-12.85%
Sortino Ratio:
0.603
Calmar Ratio:
0.89
Return
37.35%
Volatility
18.98%
Sharpe Ratio
1.228
VaR 95%
-1.68%
CVaR 95%:
-2.70%
Max Drawdown:
-12.85%
Sortino Ratio:
1.562
Calmar Ratio:
2.10
Return
52.20%
Volatility
17.84%
Sharpe Ratio
0.740
VaR 95%
-1.63%
CVaR 95%:
-2.59%
Max Drawdown:
-12.85%
Sortino Ratio:
0.979
Calmar Ratio:
1.31
Return
74.23%
Volatility
16.22%
Sharpe Ratio
0.927
VaR 95%
-1.48%
CVaR 95%:
-2.29%
Max Drawdown:
-12.85%
Sortino Ratio:
1.264
Calmar Ratio:
1.45
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.135%
Best Day
5.799%
10/04/2026
Worst Day
-3.642%
03/03/2026
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $52.75 | $53.21 | $52.64 | $52.81 | 500,200 |
| 16/04/2026 | $52.35 | $52.41 | $51.84 | $52.01 | 319,900 |
| 15/04/2026 | $52.39 | $52.42 | $52.07 | $52.32 | 547,600 |
| 14/04/2026 | $52.45 | $52.73 | $52.37 | $52.66 | 358,400 |
| 13/04/2026 | $51.17 | $52.01 | $51.10 | $51.98 | 362,300 |
| 10/04/2026 | $51.62 | $51.85 | $51.42 | $51.63 | 308,200 |
| 02/04/2026 | $47.93 | $49.06 | $47.83 | $48.80 | 603,300 |
| 01/04/2026 | $49.04 | $49.68 | $49.04 | $49.32 | 688,300 |
| 31/03/2026 | $47.03 | $48.06 | $46.91 | $48.02 | 1,013,100 |
| 30/03/2026 | $46.77 | $46.88 | $46.06 | $46.26 | 995,000 |