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: 02/04/2026
Current Price: $48.80
Expense Ratio: 0.30%
Assets Under Management
$3.8B
1.82% 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
-5.97%
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
0.25%
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
5.54%
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
26.82%
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
36.34%
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
66.74%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.102%
Best Day
7.327%
09/04/2025
Worst Day
-6.91%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $46.59 | $46.96 | $46.25 | $46.43 | 453,100 |
| 26/03/2026 | $47.41 | $47.79 | $46.91 | $46.92 | 676,700 |
| 25/03/2026 | $48.33 | $48.48 | $47.94 | $48.26 | 565,600 |
| 24/03/2026 | $46.81 | $47.60 | $46.73 | $47.34 | 906,900 |
| 23/03/2026 | $47.32 | $48.22 | $47.17 | $47.61 | 1,901,600 |
| 20/03/2026 | $47.64 | $47.70 | $45.98 | $46.31 | 1,132,800 |