DJTMNMO Dow Jones U.S. Thematic Market Neutral Momentum Index

The Index is equal weighted, dollar neutral, sector neutral and is not levered. 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.

As of 05/17/2019

Index Information
Provider:     S&P Dow Jones
Category1:  Alternatives
Category2:  Market Neutral
Currency:    USD
Inception date:  08/22/2011
Backtesting data exists:   Yes
Weighting methodology:   Equal weighted
Rebalanced:  Monthly
Total return version:  DJTMNMOT

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