NYSEArca - Nasdaq Real Time Price USD

FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF)

23.75 +0.02 (+0.08%)
As of 1:33 PM EDT. Market Open.

ETF Summary

The underlying index reflects the performance of a selection of inflation protected public obligations of the U.S. treasury, commonly known as "TIPS," with a targeted average modified adjusted duration, as defined by the S&P Dow Jones Indices LLC as the index provider, of approximately five years. Under normal circumstances, the fund will invest at least 80% of its total assets (exclusive of collateral held from securities lending) in the securities of the underlying index.

Risk Overview

Performance & Risk

YTD Return 3.72%
5y Average Return 2.73%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.77
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
TDTFCategory AverageTDTFCategory AverageTDTFCategory Average
Alpha 0.32 -0.24 2.18 1.74 0.73 0.34
BETA 0.77 0.76 0.8 0.94 0.78 0.96
Mean Annual Return 0.03 -0.02 0.26 0.2 0.22 0.19
R-squared 72.38 69.47 68.89 66.56 66.54 65.56
Standard Deviation 6.83 8.77 5.89 7.11 4.7 5.81
Sharpe Ratio -0.51 -0.54 0.11 0.02 0.19 0.1
Treynor Ratio -4.89 -5.44 0.62 0.28 1.02 0.56

Related Tickers