MTUM / SPMO / XMMO 历次调仓前后最大回撤与下次调仓时间
数据截至：2026-06-18 | 报告生成：2026-06-21 17:31
| ETF | 跟踪指数 | 调仓频率 | 调仓时点 | 下次调仓日 | 距今交易日 |
|---|---|---|---|---|---|
| MTUM | MSCI USA Momentum SR Variant Index | 半年度（5月、11月） | 5月/11月最后一个交易日 | 2026-11-30 | 约 117 个交易日 |
| SPMO | S&P 500 Momentum Index | 半年度（3月、9月） | 3月/9月第三个周五 | 2026-09-18 | 约 66 个交易日 |
| XMMO | S&P MidCap 400 Momentum Index | 半年度（3月、9月） | 3月/9月第三个周五 | 2026-09-18 | 约 66 个交易日 |
| 调仓日 | 调仓价 | 调仓前回撤 (前3个月高点→调仓日) |
调仓后回撤 (调仓日→下次调仓日) |
回撤最低点日期 | 距最低点天数 | 事件窗口回撤 | 调仓周期收益 |
|---|---|---|---|---|---|---|---|
| 2021-11-30 | $173.36 | -5.5% | -25.5% | 2022-05-20 | 171 | -19.0% | -19.9% |
| 2022-05-31 | $138.89 | -15.5% | -11.9% | 2022-06-17 | 17 | -24.4% | +5.7% |
| 2022-11-30 | $146.77 | 0.0% | -12.3% | 2023-03-17 | 107 | -5.9% | -10.3% |
| 2023-05-31 | $131.71 | -6.2% | -7.9% | 2023-10-27 | 149 | -6.2% | +11.5% |
| 2023-11-30 | $146.91 | -0.9% | -8.2% | 2024-04-19 | 141 | -5.1% | +24.7% |
| 2024-05-31 | $183.20 | -2.5% | -13.0% | 2024-08-05 | 66 | -11.0% | +16.4% |
| 2024-11-29 | $213.26 | 0.0% | -21.0% | 2025-04-08 | 130 | -5.4% | +7.6% |
| 2025-05-30 | $229.44 | 0.0% | -7.8% | 2025-11-21 | 175 | -12.3% | +8.6% |
| 2025-11-28 | $249.08 | -3.0% | -11.5% | 2026-03-30 | 122 | -7.8% | +26.7% |
| 2026-05-29 | $315.46 | 0.0% | -7.5% | 2026-06-10 | 12 | -7.5% | +7.3% |
| 调仓日 | 调仓价 | 调仓前回撤 (前3个月高点→调仓日) |
调仓后回撤 (调仓日→下次调仓日) |
回撤最低点日期 | 距最低点天数 | 事件窗口回撤 | 调仓周期收益 |
|---|---|---|---|---|---|---|---|
| 2021-09-17 | $59.24 | -2.1% | -15.4% | 2022-03-07 | 171 | -5.7% | -3.4% |
| 2022-03-18 | $57.22 | -5.5% | -18.7% | 2022-06-17 | 91 | -15.5% | -10.8% |
| 2022-09-16 | $51.04 | -7.8% | -11.3% | 2023-03-17 | 182 | -13.2% | -1.6% |
| 2023-03-17 | $50.23 | -8.6% | -6.5% | 2023-05-31 | 75 | -8.6% | +15.1% |
| 2023-09-15 | $57.81 | -1.3% | -6.4% | 2023-10-27 | 42 | -7.1% | +33.8% |
| 2024-03-15 | $77.35 | -2.3% | -13.2% | 2024-08-05 | 143 | -7.4% | +15.5% |
| 2024-09-20 | $89.32 | -0.1% | -11.1% | 2025-03-13 | 174 | -9.5% | +4.4% |
| 2025-03-21 | $93.22 | -8.8% | -15.4% | 2025-04-04 | 14 | -20.1% | +29.9% |
| 2025-09-19 | $121.10 | 0.0% | -8.2% | 2026-03-20 | 182 | -8.0% | -6.3% |
| 2026-03-20 | $113.46 | -6.3% | -6.5% | 2026-03-30 | 10 | -11.0% | +27.7% |
| 调仓日 | 调仓价 | 调仓前回撤 (前3个月高点→调仓日) |
调仓后回撤 (调仓日→下次调仓日) |
回撤最低点日期 | 距最低点天数 | 事件窗口回撤 | 调仓周期收益 |
|---|---|---|---|---|---|---|---|
| 2021-09-17 | $83.10 | -2.2% | -17.7% | 2022-01-27 | 132 | -4.9% | +1.3% |
| 2022-03-18 | $84.16 | -1.1% | -21.1% | 2022-06-17 | 91 | -14.2% | -13.8% |
| 2022-09-16 | $72.55 | -10.3% | -11.5% | 2023-03-17 | 182 | -17.3% | -4.0% |
| 2023-03-17 | $69.65 | -10.9% | -4.3% | 2023-05-31 | 75 | -10.9% | +14.6% |
| 2023-09-15 | $79.84 | -2.5% | -8.4% | 2023-10-27 | 42 | -10.0% | +36.8% |
| 2024-03-15 | $109.25 | -2.0% | -8.7% | 2024-08-07 | 145 | -7.2% | +8.3% |
| 2024-09-20 | $118.29 | -0.8% | -18.5% | 2025-03-13 | 174 | -8.0% | -3.8% |
| 2025-03-21 | $113.79 | -13.5% | -13.8% | 2025-04-08 | 18 | -23.1% | +17.8% |
| 2025-09-19 | $134.05 | -0.9% | -6.6% | 2026-03-20 | 182 | -6.2% | +5.7% |
| 2026-03-20 | $141.67 | -6.6% | -7.0% | 2026-03-30 | 10 | -8.3% | +16.3% |
| 排名 | ETF | 调仓日 | 调仓后最大回撤 |
|---|---|---|---|
| 1 | MTUM | 2021-11-30 | -25.5% |
| 2 | XMMO | 2022-03-18 | -21.1% |
| 3 | MTUM | 2024-11-29 | -21.0% |
| 4 | SPMO | 2022-03-18 | -18.7% |
| 5 | XMMO | 2024-09-20 | -18.5% |
| 排名 | ETF | 调仓日 | 事件窗口最大回撤 |
|---|---|---|---|
| 1 | MTUM | 2022-05-31 | -24.4% |
| 2 | XMMO | 2025-03-21 | -23.1% |
| 3 | SPMO | 2025-03-21 | -20.1% |
| 4 | MTUM | 2021-11-30 | -19.0% |
| 5 | XMMO | 2022-09-16 | -17.3% |