NYSEArca - Delayed Quote USD

Fidelity Momentum Factor ETF (FDMO)

73.41
+0.69
+(0.95%)
At close: June 6 at 3:59:50 PM EDT
73.41
0.00
(0.00%)
After hours: June 6 at 4:04:15 PM EDT

ETF Summary

The fund normally invests at least 80% of assets in securities included in the Fidelity U.S. Momentum Factor Index?, which is designed to reflect the performance of stocks of large and mid-capitalization U.S. companies that exhibit positive momentum signals. It invests in lending securities to earn income for the fund.

Risk Overview

Performance & Risk

YTD Return 5.61%
5y Average Return 15.98%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.02
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FDMOCategory AverageFDMOCategory AverageFDMOCategory Average
Alpha 2.92 1.99 0.02 -2.45 0 0.08
BETA 1.02 1.12 1.01 1.14 0 1.08
Mean Annual Return 1.5 1.51 1.36 1.29 0 1.2
R-squared 92.57 87.34 91.28 85.57 0 86.5
Standard Deviation 17.67 20.16 17.13 20.13 0 18.17
Sharpe Ratio 0.76 0.66 0.78 0.64 0 0.68
Treynor Ratio 12.75 11.15 12.88 10.16 0 10.58

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