MSCI momentum indices are a boon to anyone wishing to analyze the base case returns over long time horizons. Irrespective of the index launch date, they back-fill strategy returns to give a sense of how they would have performed in previous years. Also, with the US Dollar as their base currency, it makes apples-to-apples comparisons possible.
All country momentum indices
Select country momentum indices
- Strikingly narrow difference between India and World momentum indices.
- Shallow drawdowns of USA Momentum compared to the rest.
Code and more charts on github.