NYSEArca - Delayed Quote USD

FlexShares Emerging Markets Quality Low Volatility Index Fund (QLVE)

27.43 -0.22 (-0.80%)
At close: September 27 at 1:01 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 a broad universe of securities domiciled in emerging market countries. Under normal circumstances, the fund will invest at least 80% of its total assets in the securities of the underlying index and in ADRs and GDRs based on the securities in the underlying index.

Risk Overview

Performance & Risk

YTD Return 19.71%
5y Average Return 5.08%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.65
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
QLVECategory AverageQLVECategory AverageQLVECategory Average
Alpha -1.57 -5.02 -1.79 -1.83 0 -1.44
BETA 0.65 0.93 0.7 0.98 0 1
Mean Annual Return 0.16 -0.13 0.42 0.57 0 0.33
R-squared 77.82 77.21 77.33 77.75 0 76.35
Standard Deviation 12.09 17.52 13.67 19.21 0 17.18
Sharpe Ratio -0.15 -0.29 0.2 0.23 0 0.14
Treynor Ratio -3.88 -6.96 2.56 2.79 0 0.87

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