Top-quintile 6-month momentum
Active · now 87.94% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
21 historical occurrences (since 2017-06-15)
Average forward return after Top-quintile 6-month momentum。20-day: Win 61.9%, Sample 21, Median +1.03%, Excess +0.6%, Beat mkt rate 66.7%;60-day: Win 76.2%, Sample 21, Median +6.38%, Excess +1.75%, Beat mkt rate 66.7%;120-day: Win 85%, Sample 20, Median +11.85%, Excess +1.86%, Beat mkt rate 50%
Stock avg forward return Market (same period)
120 days after: historical avg +11.37%
20-day
60-day
120-day
Win
61.9%
76.2%
85%
Sample
21
21
20
Median
+1.03%
+6.38%
+11.85%
Excess
+0.6%
+1.75%
+1.86%
Beat mkt rate
66.7%
66.7%
50%
Over 20 occurrences, 120-day forward avg gained 11.37%, beat the market by 1.86 pts; win rate 85%.