NYSEArca - Delayed Quote USD

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

23.90 +0.04 (+0.17%)
At close: September 6 at 3:59 PM EDT
23.88 -0.02 (-0.08%)
After hours: September 6 at 4:09 PM EDT

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 4.23%
5y Average Return 2.60%
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 0.24 -0.34 1.97 1.54 0.57 0.12
BETA 0.77 0.76 0.8 0.94 0.79 0.97
Mean Annual Return -0.03 -0.07 0.22 0.15 0.19 0.16
R-squared 72.09 69.17 68.52 66.27 66.13 64.9
Standard Deviation 6.79 8.72 5.91 7.11 4.73 5.86
Sharpe Ratio -0.6 -0.62 0.03 -0.05 0.13 0.04
Treynor Ratio -5.58 -6.06 0.01 -0.29 0.65 0.12

Related Tickers