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QDYN: FlexShares Quality Dividend Dynamic Index Fund (ETF)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/20/2012 |
Last Dividend Date: | 06/26/2023 |
12-Mo. Yield | 1.18% |
Expenses | - |
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Performance Analytics (As of 07/25/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 16.8 | 17.0 | 11.0 | 10.8 | 12.3 | 12.5 | -8.9 | 32.2 | 10.5 | 28.0 | -10.3 | 18.1 | 17.1 | -4.7 | 12.1 | 37.4 | -2.4 |
Sharpe Ratio | NA | 0.69 | 0.87 | 0.44 | 0.56 | 0.65 | 1.32 | -0.45 | 2.38 | 0.28 | 1.9 | -0.69 | 2.32 | 1.16 | -0.33 | 1.11 | 3.31 | -1.5 |
Draw Down(%) | NA | 15.9 | 21.2 | 38.3 | 38.3 | 38.3 | 8.8 | 21.2 | 4.1 | 38.3 | 8.9 | 21.1 | 3.8 | 11.3 | 13.0 | 8.5 | 4.9 | 4.6 |
Standard Deviation(%) | NA | 19.1 | 18.0 | 22.3 | 18.0 | 17.8 | 14.6 | 23.1 | 13.5 | 36.0 | 14.0 | 16.9 | 7.6 | 14.5 | 14.1 | 10.9 | 11.3 | 42.2 |
Treynor Ratio | NA | 0.14 | 0.17 | 0.1 | 0.11 | 0.13 | 0.2 | -0.12 | 0.37 | 0.1 | 0.25 | -0.15 | 0.22 | 0.18 | -0.07 | 0.17 | 1.24 | -0.63 |
Alpha | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | -0.04 | 0.03 | 0.03 | -0.04 | -0.01 | -0.03 | 0.01 | 0.02 | -0.02 | 0.01 | 0.09 | -0.19 |
Beta | NA | 0.94 | 0.9 | 0.96 | 0.91 | 0.89 | 0.95 | 0.89 | 0.88 | 1.01 | 1.06 | 0.8 | 0.8 | 0.95 | 0.72 | 0.7 | 0.3 | 1.0 |
RSquared | NA | 0.92 | 0.89 | 0.92 | 0.83 | 0.8 | 0.86 | 0.92 | 0.8 | 0.97 | 0.93 | 0.65 | 0.56 | 0.79 | 0.61 | 0.57 | 0.09 | 0.14 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/19/2012
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