FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
Ticker
TDTF
ISIN
US33939L605
Price
USD 23.42
Change Today
-0.03 / -0.128 %
Price 1 year ago
22.00 / 6.471 %
Morningstar
4
52 Week Low
22.09
52 Week High
24.10
200 Day Moving Average 23.19
23.19
50-day Moving Average
23.79
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.31 |
| Sortino Ratio | 0.28 |
| Maximum Drawdown | -1.0% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -21.31 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.99 |
| Volatility | 2.316% |
| Alpha | +0.74 |
| Beta | None |
| R Squared | +65.14 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.011% |
| Average Annual Volatility | 4.912% |
| Sharpe Ratio | 0.41 |
| Sortino Ratio | -0.14 |
| Maximum Drawdown | -12.0% |
| Maximum Drawdown Date | 2022-11-03 |
| Calmar Ratio | -0.16 |
Company information
Summary
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the iBoxx 5-Year Target Duration TIPS Index. 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 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.
Market
US
Category
Inflation-Protected Bond
Expense Ratio
0.18%
Fund family
Flexshares Trust
Morningstar
4
Yield
0.019299999
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| COUK.L | Lyxor iBoxx £ Liquid Corporates Long Dated UCITS ETF | LU140789160 | LSE | 0.09% | 4 | ||
| COUK.PA | Lyxor iBoxx £ Liquid Corporates Long Dated UCITS ETF | LU1407891602 | PAR | 0.09% | 4 | +0.84 | |
| HYBB.PA | Lyxor iBoxx EUR Liquid High Yield BB UCITS ETF | LU1215415214 | PAR | 0.35% | 4 | +0.62 | |
| TDTF | FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | US33939L605 | PCX | 0.18% | 4 | +0.74 | |
| TDTT | FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | US33939L506 | PCX | 0.18% | 4 | -0.08 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.