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QDEF: FlexShares Quality Dividend Defensive Index Fund (ETF)
Basic Info 64.21 0.24(0.38%) March 28
Asset Class: | EQUITY |
MyPlanIQ Rating: | (97%) |
Start Date: | 12/20/2012 |
Last Dividend Date: | 03/15/2024 |
12-Mo. Yield | 2.22% |
Expenses | - |
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Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 9.0 | 27.8 | 10.3 | 10.5 | 10.3 | 9.9 | 17.5 | -11.0 | 26.0 | 3.2 | 24.9 | -4.1 | 15.9 | 15.4 | -0.7 | 14.1 | 33.5 | -2.7 |
Sharpe Ratio | NA | 4.23 | 2.42 | 0.59 | 0.45 | 0.57 | 0.69 | 1.17 | -0.63 | 2.24 | 0.09 | 2.15 | -0.37 | 2.36 | 1.26 | -0.05 | 1.39 | 3.49 | -9.65 |
Draw Down(%) | NA | 1.3 | 9.0 | 21.4 | 35.7 | 35.7 | 35.7 | 9.0 | 21.1 | 5.6 | 35.7 | 6.4 | 16.9 | 2.7 | 7.8 | 11.4 | 6.1 | 5.2 | 2.7 |
Standard Deviation(%) | NA | 9.2 | 10.2 | 14.5 | 19.7 | 16.3 | 15.7 | 11.4 | 19.8 | 11.6 | 34.3 | 10.9 | 14.7 | 6.5 | 12.1 | 14.0 | 10.1 | 9.6 | 7.1 |
Treynor Ratio | NA | 0.52 | 0.31 | 0.11 | 0.1 | 0.11 | 0.13 | 0.17 | -0.16 | 0.34 | 0.03 | 0.28 | -0.07 | 0.19 | 0.18 | -0.01 | 0.19 | 0.57 | -4.93 |
Alpha | NA | 0.03 | 0.0 | 0.01 | -0.01 | 0.0 | 0.0 | -0.01 | 0.02 | 0.02 | -0.06 | 0.0 | 0.0 | 0.0 | 0.02 | 0.0 | 0.02 | 0.05 | -0.44 |
Beta | NA | 0.74 | 0.8 | 0.77 | 0.87 | 0.86 | 0.84 | 0.79 | 0.76 | 0.76 | 0.96 | 0.83 | 0.81 | 0.79 | 0.83 | 0.87 | 0.73 | 0.59 | 0.14 |
RSquared | NA | 0.9 | 0.89 | 0.89 | 0.93 | 0.91 | 0.89 | 0.89 | 0.92 | 0.8 | 0.97 | 0.92 | 0.88 | 0.73 | 0.87 | 0.91 | 0.72 | 0.49 | 0.1 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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