Top-quintile 6-month momentum
Active · now 82.49% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
19 historical occurrences (since 2016-07-05)
Average forward return after Top-quintile 6-month momentum。20-day: Win 47.4%, Sample 19, Median -0.74%, Excess -2.16%, Beat mkt rate 31.6%;60-day: Win 33.3%, Sample 18, Median -1.86%, Excess -7.73%, Beat mkt rate 16.7%;120-day: Win 33.3%, Sample 18, Median -6%, Excess -10.32%, Beat mkt rate 22.2%
Stock avg forward return Market (same period)
120 days after: historical avg -3.21%
20-day
60-day
120-day
Win
47.4%
33.3%
33.3%
Sample
19
18
18
Median
-0.74%
-1.86%
-6%
Excess
-2.16%
-7.73%
-10.32%
Beat mkt rate
31.6%
16.7%
22.2%
Over 18 occurrences, 120-day forward avg declined 3.21%, lagged the market by 10.32 pts; win rate 33.3%.