MOM - U.S. Market Neutral Momentum Fund Profile
MOM Tracks This Index: Dow Jones U.S. Thematic Market Neutral Momentum Total Return Index
Description: The index is equal weighted, dollar neutral and sector neutral. The index rebalances monthly by identifying the highest momentum stocks as long positions and lowest momentum stocks as short positions, of approximately equal dollar amounts, within each sector.
Description: The index is equal weighted, dollar neutral and sector neutral. The index rebalances monthly by identifying the highest momentum stocks as long positions and lowest momentum stocks as short positions, of approximately equal dollar amounts, within each sector.
- Issuer: QuantShares
- Structure: ETF
- Expense Ratio: 0.81%
- ETFdb Category: Long-Short
- ETF Home Page: MOM
- Inception: 2011-09-07
- Tax Form: 1099
Summary Data For MOM
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