MOMO
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IWO iShares Russell 2000 Growth ETF | Small Cap Growth Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MOMO, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Jul 28, 2000, corresponding to the inception date of IWO
Returns By Period
As of Feb 5, 2025, the MOMO returned 3.38% Year-To-Date and 8.37% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| MOMO | 3.38% | 0.94% | 14.73% | 22.36% | 6.82% | 8.37% |
| Portfolio components: | ||||||
IWO iShares Russell 2000 Growth ETF | 3.38% | 0.94% | 14.73% | 22.36% | 6.82% | 8.37% |
Monthly Returns
The table below presents the monthly returns of MOMO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.16% | 3.38% | |||||||||||
| 2024 | -3.11% | 8.03% | 2.71% | -7.56% | 5.31% | -0.27% | 8.16% | -1.11% | 1.33% | -1.25% | 12.45% | -8.42% | 15.04% |
| 2023 | 9.99% | -1.23% | -2.47% | -1.16% | 0.17% | 8.21% | 4.69% | -5.26% | -6.67% | -7.66% | 9.11% | 11.94% | 18.51% |
| 2022 | -13.42% | 0.55% | 0.33% | -12.18% | -1.83% | -6.32% | 11.29% | -0.86% | -8.96% | 9.52% | 1.42% | -6.30% | -26.26% |
| 2021 | 4.78% | 3.12% | -2.84% | 1.95% | -2.76% | 4.59% | -3.73% | 1.85% | -3.84% | 4.71% | -4.99% | 0.43% | 2.54% |
| 2020 | -1.04% | -7.06% | -19.55% | 15.28% | 9.35% | 3.92% | 3.49% | 5.81% | -2.06% | 0.74% | 17.66% | 9.30% | 34.68% |
| 2019 | 11.57% | 6.45% | -1.28% | 2.95% | -7.36% | 7.27% | 1.30% | -4.32% | -0.82% | 3.00% | 5.77% | 2.26% | 28.48% |
| 2018 | 3.78% | -2.75% | 1.30% | 0.22% | 6.23% | 0.71% | 1.73% | 6.16% | -2.25% | -12.64% | 1.53% | -11.75% | -9.43% |
| 2017 | 1.49% | 2.57% | 1.09% | 1.89% | -0.84% | 3.33% | 0.99% | -0.06% | 5.46% | 1.48% | 2.85% | 0.17% | 22.25% |
| 2016 | -10.60% | -0.84% | 7.61% | 1.10% | 2.77% | -0.44% | 6.41% | 1.09% | 1.42% | -6.06% | 8.89% | 1.41% | 11.68% |
| 2015 | -2.30% | 7.22% | 1.81% | -2.94% | 3.61% | 1.43% | 0.44% | -7.59% | -6.29% | 5.66% | 3.69% | -4.82% | -1.35% |
| 2014 | -1.61% | 4.76% | -2.43% | -5.12% | 0.98% | 6.19% | -6.06% | 5.50% | -5.15% | 6.12% | 0.76% | 2.94% | 5.86% |
Expense Ratio
MOMO has an expense ratio of 0.24%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MOMO is 16, meaning it’s performing worse than 84% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IWO iShares Russell 2000 Growth ETF | 0.97 | 1.45 | 1.17 | 0.79 | 4.56 |
Dividends
Dividend yield
MOMO provided a 0.77% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.77% | 0.80% | 0.73% | 0.75% | 0.32% | 0.44% | 0.71% | 0.76% | 0.73% | 0.97% | 0.89% | 0.73% |
| Portfolio components: | ||||||||||||
IWO iShares Russell 2000 Growth ETF | 0.77% | 0.80% | 0.73% | 0.75% | 0.32% | 0.44% | 0.71% | 0.76% | 0.73% | 0.97% | 0.89% | 0.73% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $1.05 | $2.30 |
| 2023 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.58 | $1.85 |
| 2022 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.51 | $1.61 |
| 2021 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.28 | $0.94 |
| 2020 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.31 | $1.27 |
| 2019 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.49 | $1.52 |
| 2018 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.00 | $0.32 | $0.00 | $0.29 | $0.00 | $0.00 | $0.36 | $1.27 |
| 2017 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.00 | $0.38 | $0.00 | $0.27 | $0.00 | $0.00 | $0.40 | $1.37 |
| 2016 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.00 | $0.46 | $0.00 | $0.25 | $0.00 | $0.00 | $0.52 | $1.49 |
| 2015 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.00 | $0.31 | $0.00 | $0.22 | $0.00 | $0.00 | $0.42 | $1.24 |
| 2014 | $0.23 | $0.00 | $0.00 | $0.00 | $0.23 | $0.00 | $0.21 | $0.00 | $0.00 | $0.36 | $1.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the MOMO. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the MOMO was 60.10%, occurring on Oct 9, 2002. Recovery took 1099 trading sessions.
The current MOMO drawdown is 9.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.1% | Sep 5, 2000 | 525 | Oct 9, 2002 | 1099 | Feb 22, 2007 | 1624 |
| -57.63% | Oct 11, 2007 | 354 | Mar 9, 2009 | 452 | Dec 21, 2010 | 806 |
| -42.01% | Feb 10, 2021 | 341 | Jun 16, 2022 | — | — | — |
| -39.81% | Feb 20, 2020 | 20 | Mar 18, 2020 | 99 | Aug 7, 2020 | 119 |
| -29.23% | May 2, 2011 | 108 | Oct 3, 2011 | 240 | Sep 14, 2012 | 348 |
Volatility
Volatility Chart
The current MOMO volatility is 5.66%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.