Top-quintile 6-month momentum
Active · now 89.88% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
18 historical occurrences (since 2016-08-18)
Average forward return after Top-quintile 6-month momentum。20-day: Win 55.6%, Sample 18, Median +1.03%, Excess -0.4%, Beat mkt rate 38.9%;60-day: Win 61.1%, Sample 18, Median +0.77%, Excess -2.1%, Beat mkt rate 33.3%;120-day: Win 55.6%, Sample 18, Median +0.56%, Excess -0.94%, Beat mkt rate 33.3%
Stock avg forward return Market (same period)
120 days after: historical avg +7.17%
20-day
60-day
120-day
Win
55.6%
61.1%
55.6%
Sample
18
18
18
Median
+1.03%
+0.77%
+0.56%
Excess
-0.4%
-2.1%
-0.94%
Beat mkt rate
38.9%
33.3%
33.3%
Over 18 occurrences, 120-day forward avg gained 7.17%, lagged the market by 0.94 pts; win rate 55.6%.