Flexshares Iboxx 5 Year Etf Performance
| TDTF Etf | USD 23.28 0.04 0.17% |
The etf shows a Beta (market volatility) of 0.0858, which means not very significant fluctuations relative to the market. As returns on the market increase, FlexShares IBoxx's returns are expected to increase less than the market. However, during the bear market, the loss of holding FlexShares IBoxx is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days FlexShares iBoxx 5 Year has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, FlexShares IBoxx is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | Trading Report - Stock Traders Daily | 04/24/2024 |
| In Threey Sharp Ratio | -0.40 |
FlexShares |
FlexShares IBoxx Relative Risk vs. Return Landscape
If you would invest 2,365 in FlexShares iBoxx 5 Year on February 1, 2024 and sell it today you would lose (37.00) from holding FlexShares iBoxx 5 Year or give up 1.56% of portfolio value over 90 days. FlexShares iBoxx 5 Year is currently does not generate positive expected returns and assumes 0.3037% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than FlexShares, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
FlexShares IBoxx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares IBoxx's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FlexShares iBoxx 5 Year, and traders can use it to determine the average amount a FlexShares IBoxx's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0822
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| Negative Returns | TDTF |
Estimated Market Risk
| 0.3 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FlexShares IBoxx is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of FlexShares IBoxx by adding FlexShares IBoxx to a well-diversified portfolio.
FlexShares IBoxx Fundamentals Growth
FlexShares Etf prices reflect investors' perceptions of the future prospects and financial health of FlexShares IBoxx, and FlexShares IBoxx fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on FlexShares Etf performance.
| Total Asset | 624.11 M | |||
About FlexShares IBoxx Performance
To evaluate FlexShares iBoxx 5 Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when FlexShares IBoxx generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare FlexShares Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand FlexShares iBoxx 5 market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents FlexShares's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.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. Iboxx 5Yr is traded on NYSEARCA Exchange in the United States.| FlexShares iBoxx 5 generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Trading Report - Stock Traders Daily | |
| The fund created three year return of -1.0% | |
| FlexShares iBoxx 5 maintains all of the assets in different exotic instruments |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in FlexShares iBoxx 5 Year. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in estimate. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
The market value of FlexShares iBoxx 5 is measured differently than its book value, which is the value of FlexShares that is recorded on the company's balance sheet. Investors also form their own opinion of FlexShares IBoxx's value that differs from its market value or its book value, called intrinsic value, which is FlexShares IBoxx's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because FlexShares IBoxx's market value can be influenced by many factors that don't directly affect FlexShares IBoxx's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between FlexShares IBoxx's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares IBoxx is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares IBoxx's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.