Index | MSCI Europe Momentum |
Investment focus | Equity, Europe, Momentum |
Fund size | EUR 54 m |
Total expense ratio | 0.23% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in EUR) | 11.69% |
Inception/ Listing Date | 22 May 2016 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Luxembourg |
Fund Provider | Amundi ETF |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | CACEIS BANK Luxembourg S.A. |
Investment Advisor | |
Custodian Bank | CACEIS Bank Luxembourg S.A. |
Revision Company | PWC |
Fiscal Year End | 30 September |
Swiss representative | CACEIS (Switzerland) SA |
Swiss paying agent | CACEIS Bank, Paris, succursale de Nyon / Suisse |
Germany | 30% tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | BNP Paribas |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
Broker | Rating | Execution fee | Account fee | |
---|---|---|---|---|
0.00€ | 0.00€ | View offer* | ||
0.00€ | 0.00€ | View offer* | ||
0.00€ | 0.00€ | View offer* |
YTD | +11.86% |
1 month | -6.75% |
3 months | -3.90% |
6 months | +8.34% |
1 year | +17.69% |
3 years | +9.61% |
5 years | +60.89% |
Since inception (MAX) | +105.87% |
2023 | +13.33% |
2022 | -15.37% |
2021 | +22.26% |
2020 | +10.96% |
Volatility 1 year | 11.69% |
Volatility 3 years | 15.43% |
Volatility 5 years | 17.58% |
Return per risk 1 year | 1.51 |
Return per risk 3 years | 0.20 |
Return per risk 5 years | 0.57 |
Maximum drawdown 1 year | -9.78% |
Maximum drawdown 3 years | -23.69% |
Maximum drawdown 5 years | -30.93% |
Maximum drawdown since inception | -30.93% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | MJMT | - - | - - | - |
Stuttgart Stock Exchange | EUR | MJMT | - - | - - | - |
Bolsa Mexicana de Valores | EUR | - | IMCEU | IMCEUINAV.PA | BNP Paribas Arbitrage |
Euronext Paris | EUR | MCEU | MCEU FP IMCEU | MCEU.PA ICEUM=BNPP | BNP Paribas Arbitrage |
XETRA | EUR | MJMT | MJMT GY IMCEU | MJMT.DE ICEUM=BNPP | BNP Paribas Arbitrage |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Momentum Factor UCITS ETF | 271 | 0.25% p.a. | Accumulating | Sampling |
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) | 28 | 0.25% p.a. | Distributing | Sampling |