FlexShares iBoxx 3 Year Target Duration TIPS Index Fund
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the iBoxx 3-Year Target Duration TIPS Index. |
Category | Inflation Protected |
Fund Sponsor | Northern Trust Investments Inc |
Website | www.flexshares.com |
Inception date | Sep 19, 2011 |
Assets (mns) | $1,820 |
Currency | USD |
Expense ratio | 18 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | JPMorgan Chase Bank NA |
Weighting | Market Cap |
Index replication | Optimized |
No. of constituents | 13 |
No of distinct issuers | 1 |
Inflation protected | 100% |
Variable/Fixed coupon | 0% /100% |
Non-standard maturity (callable, etc.) | 36% |
GOVT OF THE UNITED ST 0.6% 4/15/23 | 10.2 % |
UNITED STATES TREASUR 0.6% 1/15/24 | 9.5 % |
UNITED STATES TREASUR 0.1% 7/15/22 | 9.4 % |
UNITED STATES TREASUR 0.4% 7/15/23 | 9.4 % |
UNITED STATES TREASUR 0.1% 1/15/23 | 9.4 % |
UNITED STATES TREASUR 0.1% 4/15/21 | 4.2 % |
UNITED STATES TREASUR 0.6% 1/15/26 | 4.1 % |
UNITED STATES TREASUR 0.1% 4/15/22 | 4.1 % |
UNITED STATES TREASUR 0.1% 1/15/22 | 4.1 % |
UNITED STATES TREASUR 0.4% 7/15/25 | 3.9 % |
TOTAL | 68.2 % |
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U.S. TREASURY | 100.0% |
UNITED STATES | 100.0 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-0.1% | 2.3% | 3.2% | 2.0% | 1.6% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.46 | 58% |
S&P500 | 0.16 | 45% |
MSCI EAFE | 0.17 | 45% |
MSCI Emg. Mkts. | 0.11 | 19% |
Recent close | $23.47 |
30d moving avg. | $23.31 |
Annualized volatility | 4.3% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 66 |
Avg. volume (thou.) | 167 |
Avg. daily value traded (mns) | $4 |
Turnover | 0.2% |
Bid/Ask (% of price) | 0.04 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
TDTT | 3.1 yrs | Category Avg.* |
7.8 yrs |
TDTT | 3.1% | Category Avg.* |
7.8% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 4.44% | -0.3% | $23.41 |
+200 bp | 3.44% | -2.2% | $22.96 |
+150 bp | 2.94% | -2.4% | $22.91 |
+100 bp | 2.44% | -2.1% | $22.98 |
+75 bp | 2.19% | -1.8% | $23.06 |
+50 bp | 1.94% | -1.3% | $23.17 |
+25 bp | 1.69% | -0.7% | $23.30 |
0 bp | 1.44% | 0% | $23.47 |
-25 bp | 1.19% | 0.8% | $23.67 |
-50 bp | 0.94% | 1.8% | $23.89 |
-75 bp | 0.69% | 2.9% | $24.15 |
-100 bp | 0.44% | 4.1% | $24.43 |
-150 bp | -0.06% | 6.9% | $25.09 |
-200 bp | -0.56% | 10.2% | $25.86 |
-300 bp | -1.56% | 18.3% | $27.76 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 332 | bp |
Less: Annual "default factor" | 0 | bp |
Less: Expense ratio | 18 | bp |
Equals: ALTAR Score | 3.14 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.5% |
Corporate | 4.4% |
Emerging Market | 6.2% |
Government | 4.9% |
Inflation Protected | 3.0% |
Mortgage | 5.2% |
Municipals | 3.4% |
*Note: The FlexShares iBoxx 3 Year Target Duration TIPS Index Fund is classified as a Inflation Protected fund. |