Performance analysis of IMTM (ISHARES MSCI INTL MOMENTUM FACTOR ETF)
Annual Return
Over the past 3 years, IMTM has had an average annual return of +20%, outperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, IMTM has had an average annual return of +9.73%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, IMTM has had an average annual return of +9.83%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Jan 26, 2015, IMTM has had an average annual return of +8.81%, underperforming the benchmark SPY, which returned +13.79% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +10.68% | +34.52% | +12.19% | +13.91% | -16.80% | +3.56% | +22.15% | +24.51% | -14.30% | +25.48% | +0.47% | -2.08% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.67% | +3.99% | -8.90% | +8.12% | +1.81% | +2.03% | -1.56% | +10.68% | |||||
| 2025 | +4.84% | +2.12% | -0.25% | +6.01% | +5.55% | +3.46% | -2.03% | +3.97% | +2.88% | -0.47% | +1.54% | +2.74% | +34.52% |
| 2024 | +3.06% | +5.41% | +5.32% | -4.05% | +4.80% | -0.62% | +2.27% | +1.69% | +0.35% | -4.02% | +1.24% | -3.25% | +12.19% |
| 2023 | +5.25% | -2.52% | +2.17% | +3.47% | -4.69% | +5.57% | +1.90% | -3.49% | -3.58% | -1.51% | +7.95% | +3.54% | +13.91% |
| 2022 | -5.65% | -3.45% | +2.37% | -8.01% | +1.80% | -8.53% | +3.11% | -4.54% | -8.82% | +6.87% | +10.32% | -1.55% | -16.80% |
| 2021 | -1.01% | +0.37% | +0.51% | +3.80% | +1.71% | -1.80% | +1.19% | +1.02% | -3.69% | +4.94% | -4.63% | +1.51% | +3.56% |
| 2020 | +1.02% | -6.96% | -9.69% | +6.99% | +6.75% | +4.57% | +5.04% | +3.36% | -0.23% | -3.68% | +9.41% | +5.55% | +22.15% |
| 2019 | +6.80% | +2.60% | +1.85% | +1.62% | -2.38% | +6.46% | -1.32% | -0.20% | +0.45% | +2.42% | +1.12% | +3.12% | +24.51% |
| 2018 | +6.09% | -4.63% | -0.90% | +0.69% | -0.49% | -2.00% | +1.49% | -0.41% | +1.60% | -9.75% | -0.28% | -5.81% | -14.30% |
| 2017 | +5.24% | +0.49% | +3.09% | +1.16% | +2.77% | +1.26% | +2.77% | +0.72% | +3.50% | +2.09% | -0.73% | +0.69% | +25.48% |
Drawdown analysis of IMTM (ISHARES MSCI INTL MOMENTUM FACTOR ETF)
The maximum drawdown for the IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 361 trading sessions.
The current IMTM drawdown is -3.41%.
Since Jan 26, 2015 IMTM has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 8 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.60% | Nov 8, 2021 | 222 | Sep 27, 2022 | 361 | Mar 6, 2024 | 583 |
| -29.79% | Feb 19, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -23.03% | Jan 26, 2018 | 229 | Dec 24, 2018 | 265 | Jan 14, 2020 | 494 |
| -19.90% | May 21, 2015 | 183 | Feb 11, 2016 | 302 | Apr 25, 2017 | 485 |
| -12.85% | Feb 25, 2026 | 23 | Mar 30, 2026 | 31 | May 13, 2026 | 54 |
| -12.40% | Mar 19, 2025 | 13 | Apr 7, 2025 | 12 | Apr 24, 2025 | 25 |
| -12.00% | Jul 16, 2024 | 14 | Aug 5, 2024 | 37 | Sep 26, 2024 | 51 |
| -10.57% | Feb 16, 2021 | 14 | Mar 8, 2021 | 59 | Jun 1, 2021 | 73 |
| -8.54% | Sep 26, 2024 | 73 | Jan 13, 2025 | 22 | Feb 13, 2025 | 95 |
| -6.81% | Jun 7, 2021 | 29 | Jul 19, 2021 | 16 | Aug 10, 2021 | 45 |
| -6.70% | Sep 7, 2021 | 19 | Oct 4, 2021 | 22 | Nov 3, 2021 | 41 |
| -6.70% | Oct 12, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
| -5.74% | Jun 22, 2026 | 19 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -5.46% | Mar 27, 2024 | 16 | Apr 19, 2024 | 26 | May 28, 2024 | 42 |
| -5.37% | Nov 12, 2025 | 6 | Nov 20, 2025 | 13 | Dec 10, 2025 | 19 |
| -4.77% | Jun 4, 2026 | 4 | Jun 10, 2026 | 3 | Jun 15, 2026 | 7 |
| -4.74% | Sep 2, 2020 | 3 | Sep 8, 2020 | 23 | Oct 9, 2020 | 26 |
| -4.61% | Jan 8, 2021 | 14 | Jan 29, 2021 | 7 | Feb 9, 2021 | 21 |
| -4.50% | Aug 13, 2021 | 4 | Aug 19, 2021 | 11 | Sep 3, 2021 | 15 |
| -3.67% | Mar 5, 2025 | 4 | Mar 11, 2025 | 6 | Mar 19, 2025 | 10 |
| -3.54% | Jan 27, 2026 | 7 | Feb 5, 2026 | 2 | Feb 9, 2026 | 9 |
| -3.32% | May 13, 2026 | 4 | May 19, 2026 | 4 | May 26, 2026 | 8 |
| -3.19% | Jun 6, 2024 | 10 | Jun 21, 2024 | 8 | Jul 3, 2024 | 18 |
| -3.01% | Mar 2, 2015 | 6 | Mar 10, 2015 | 9 | Mar 23, 2015 | 15 |
| -2.96% | Mar 23, 2015 | 6 | Mar 31, 2015 | 10 | Apr 15, 2015 | 16 |