iShares Edge US Fixed Income Bal Rsk ETF (FIBR)

96.26 -0.34  -0.35% BATS Mar 27, 20:00 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 96.37
Discount or Premium to NAV -0.11%
Turnover Ratio 504.0%
1 Year Fund Level Flows 46.38M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -5.52% -5.42% -8.27% 13
3M -5.14% -4.82% -6.21% 31
6M -3.46% -3.34% -4.78% 30
YTD -5.07% -4.92% -6.01% 35
1Y -0.06% 0.07% 1.33% 76
3Y 2.10% 2.25% 2.54% 75
5Y 2.40% 2.46% 2.53% 60
10Y -- -- 4.25% --
15Y -- -- 4.38% --
20Y -- -- 5.02% --
As of March 27, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash -11.76% 12.86% 24.62%
Stock 0.00% 0.00% 0.00%
Bond 109.5% 109.5% 0.00%
Convertible 2.23% 2.23% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of March 25, 2020

Region Exposure

Americas 90.30%
North America 90.16%
Latin America 0.13%
Greater Europe 6.38%
United Kingdom 3.78%
Europe Developed 2.59%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 3.33%
Japan 1.98%
Australasia 0.35%
Asia Developed 0.00%
Asia Emerging 1.00%
Market Classification
% Developed Markets 98.92%
% Emerging Markets 1.08%
As of March 25, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

FIBR Bond Exposure

Government 0.00%
Corporate 60.56%
Securitized 29.12%
Municipal 0.00%
Cash 10.32%
Derivative 0.00%
As of March 25, 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%
Not Rated 0.00%
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 0.86%
183 to 364 Days 3.03%
1 to 3 Years 17.90%
3 to 5 Years 18.76%
5 to 7 Years 14.05%
7 to 10 Years 12.14%
10 to 15 Years 3.88%
15 to 20 Years 0.11%
20 to 30 Years 28.05%
Over 30 Years 1.22%
As of March 25, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Federal National Mortgage Association 3% 6.46% -- --
-- Federal National Mortgage Association 4% 4.88% -- --
-- Fnma Pass-Thru I 3.5% 4.27% -- --
-- Gnma2 30yr 2015 Production 2.38% -- --
-- Gnma2 30yr 2019 Production 1.87% -- --
-- Federal National Mortgage Association 4.5% 1.85% -- --
-- Federal National Mortgage Association 2.5% 1.78% -- --
-- Gnma2 30yr 2017 Production 1.24% -- --
-- Federal National Mortgage Association 3.5% 1.10% -- --
-- Federal National Mortgage Association 3.5% 1.01% -- --
As of March 25, 2020
Advertisement

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 Corporate 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 5.02 yrs
Scott Radell 5.02 yrs

Net Fund Flows

1M 0.00
3M 20.42M
6M 35.61M
YTD 15.34M
1Y 46.38M
3Y 61.90M
5Y 96.52M
10Y --
As of Feb. 29, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 4.39%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.064
30-Day Rolling Volatility 17.20%
Daily Value at Risk (VaR) 1% (All) 0.46%
Monthly Value at Risk (VaR) 1% (All) 1.62%

Fundamentals

Dividend Yield TTM (3-27-20) 3.35%
30-Day SEC Yield (3-25-20) 3.24%
7-Day SEC Yield --
Current Yield 3.69%
Yield to Maturity 3.11%
Effective Duration 2.920
Average Coupon 3.81%
Average Credit Score 12.00 (BB)
Average Price 99.61
Number of Holdings 887
As of March 25, 2020

Comparables

Edit

Attributes

Key Dates
Inception Date 2/24/2015
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 2/28/2020
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
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.