iShares Edge US Fixed Income Bal Rsk ETF (FIBR)

102.34 -0.05  -0.05% BATS Jan 17, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 102.25
Discount or Premium to NAV 0.09%
Turnover Ratio 504.0%
1 Year Fund Level Flows 31.04M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.74% 0.74% 0.68% 37
3M 1.77% 1.73% 1.16% 8
6M 2.86% 3.05% 2.94% 50
YTD 0.41% 0.36% 0.59% 93
1Y 9.41% 9.35% 9.12% 56
3Y 4.14% 4.25% 4.07% 38
5Y -- -- 3.07% --
10Y -- -- 4.16% --
15Y -- -- 4.36% --
20Y -- -- 5.27% --
As of Jan. 17, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash -0.67% 21.99% 22.67%
Stock 0.00% 0.00% 0.00%
Bond 98.18% 98.18% 0.00%
Convertible 2.50% 2.50% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 17, 2020

Region Exposure

Americas 89.78%
North America 89.54%
Latin America 0.24%
Greater Europe 7.14%
United Kingdom 4.22%
Europe Developed 2.92%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 3.08%
Japan 1.57%
Australasia 0.49%
Asia Developed 0.00%
Asia Emerging 1.02%
Market Classification
% Developed Markets 98.79%
% Emerging Markets 1.21%
As of Jan. 17, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

FIBR Bond Exposure

Government 0.00%
Corporate 62.37%
Securitized 19.70%
Municipal 0.00%
Cash 17.93%
Derivative 0.00%
As of Jan. 17, 2020

FIBR Bond Credit Quality Exposure

AAA 21.19%
AA 2.59%
A 25.52%
BBB 30.47%
BB 11.03%
B 8.17%
Below B 1.03%
As of Dec. 31, 2019

FIBR Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.15%
183 to 364 Days 2.74%
1 to 3 Years 19.52%
3 to 5 Years 19.57%
5 to 7 Years 18.20%
7 to 10 Years 13.42%
10 to 15 Years 5.34%
15 to 20 Years 0.27%
20 to 30 Years 19.75%
Over 30 Years 1.02%
As of Jan. 17, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Federal National Mortgage Association 3.5% 5.63% -- --
-- Federal National Mortgage Association 4% 4.38% -- --
-- Federal National Mortgage Association 3% 4.31% -- --
-- Government National Mortgage Association 3% 2.78% -- --
-- Federal National Mortgage Association 4.5% 1.84% -- --
-- Federal National Mortgage Association 2.5% 1.51% -- --
-- Gnma2 30yr 2017 Production 1.16% -- --
-- Federal National Mortgage Association 3.5% 0.97% -- --
-- Government National Mortgage Association 3.5% 0.93% -- --
-- Fnma Pass-Thru I 3% 0.90% -- --
As of Jan. 17, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the Bloomberg Barclays U.S. Fixed Income Balanced Risk Index. The underlying index measures the performance of the corporate and mortgage portion of the Bloomberg Barclays U.S. Universal Index while targeting an equal allocation between interest rate and credit spread risk. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index. It is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Low Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Intermediate Core-Plus Bond
Prospectus Objective Income
Fund Owner Firm Name iShares
Benchmark Index
BBgBarc FI Balanced Risk+ (Int) TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 4.77 yrs
Scott Radell 4.77 yrs

Net Fund Flows

1M 5.084M
3M 15.22M
6M 35.40M
YTD 31.04M
1Y 31.04M
3Y 56.49M
5Y --
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.5703
Max Drawdown (All) 4.39%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.8606
30-Day Rolling Volatility 1.88%
Daily Value at Risk (VaR) 1% (All) 0.47%
Monthly Value at Risk (VaR) 1% (All) 1.65%

Fundamentals

Dividend Yield TTM (1-17-20) 3.26%
30-Day SEC Yield (12-31-19) 2.69%
7-Day SEC Yield --
Current Yield 3.95%
Yield to Maturity 3.11%
Effective Duration 2.920
Average Coupon 4.02%
Average Credit Score 12.00 (BB)
Average Price 105.13
Number of Holdings 883
As of Jan. 17, 2020

Comparables

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Attributes

Key Dates
Inception Date 2/24/2015
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/1/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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