Flexshares Iboxx 5 Year Etf Performance
| TDTF Etf | USD 23.60 0.10 0.43% |
The etf shows a Beta (market volatility) of 0.0291, 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 current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | Envestnet Asset Management Inc. Grows Position in Invesco BulletShares 2030 Corporate Bond ETF - Defense World | 09/24/2024 |
| In Threey Sharp Ratio | -0.65 |
FlexShares |
FlexShares IBoxx Relative Risk vs. Return Landscape
If you would invest 2,378 in FlexShares iBoxx 5 Year on August 27, 2024 and sell it today you would lose (28.00) from holding FlexShares iBoxx 5 Year or give up 1.18% of portfolio value over 90 days. FlexShares iBoxx 5 Year is currently does not generate positive expected returns and assumes 0.2271% 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 = -0.0803
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| Negative Returns | TDTF |
Estimated Market Risk
| 0.23 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
By analyzing FlexShares IBoxx's fundamental ratios, stakeholders can gain valuable insights into FlexShares IBoxx's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FlexShares IBoxx has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if FlexShares IBoxx has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
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 | |
| 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 closely tied with the direction of predictive economic indicators such as signals in estimate. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
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.