NYSEArca - Delayed Quote USD

FlexShares US Quality Low Volatility Index Fund (QLV)

66.27 +0.03 (+0.04%)
At close: September 27 at 3:59 PM EDT

ETF Summary

The underlying index is designed to reflect the performance of a selection of companies that, in aggregate, possess lower overall absolute volatility characteristics relative to the Northern Trust 1250 Index, a float-adjusted market capitalization weighted index of U.S. domiciled large- and mid-capitalization companies. Under normal circumstances, the fund will invest at least 80% of its total assets in the securities of the underlying index.

Risk Overview

Performance & Risk

YTD Return 19.23%
5y Average Return 12.11%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.78
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
QLVCategory AverageQLVCategory AverageQLVCategory Average
Alpha 0.33 -1.26 -1.4 -1.12 0 -1.21
BETA 0.78 0.95 0.82 0.98 0 0.99
Mean Annual Return 0.78 0.75 1.05 1.25 0 1.01
R-squared 88.7 93.66 90.96 94.7 0 94.8
Standard Deviation 14.68 17.56 15.59 18.13 0 15.48
Sharpe Ratio 0.39 0.3 0.65 0.7 0 0.67
Treynor Ratio 6.29 4.17 11.62 12.13 0 9.89

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