FlexShares Credit-Scored US Corp Bd ETF (SKOR)

52.43 -0.07  -0.13% NASDAQ Dec 4, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 52.36
Discount or Premium to NAV 0.13%
Turnover Ratio 76.00%
1 Year Fund Level Flows 22.45M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.51% 0.34% 0.53% 65
3M 0.29% 0.09% 0.53% 59
6M 4.21% 4.16% 5.52% 78
YTD 10.50% 10.45% 12.86% 77
1Y 11.82% 11.51% 13.60% 77
3Y 4.47% 4.37% 5.38% 82
5Y 3.62% 3.55% 4.25% 78
10Y -- -- 5.16% --
15Y -- -- 4.80% --
20Y -- -- 5.39% --
As of Dec. 4, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.74% 0.74% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 94.12% 94.12% 0.00%
Convertible 5.14% 5.14% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Dec. 3, 2019

Region Exposure

Americas 85.90%
North America 85.90%
Latin America 0.00%
Greater Europe 7.47%
United Kingdom 3.93%
Europe Developed 3.54%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 6.63%
Japan 4.74%
Australasia 0.96%
Asia Developed 0.43%
Asia Emerging 0.50%
Market Classification
% Developed Markets 99.07%
% Emerging Markets 0.93%
As of Dec. 3, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

SKOR Bond Exposure

Government 0.00%
Corporate 99.26%
Securitized 0.00%
Municipal 0.00%
Cash 0.74%
Derivative 0.00%
As of Dec. 3, 2019

SKOR Bond Credit Quality Exposure

AAA 1.28%
AA 6.69%
A 38.90%
BBB 53.02%
BB 0.11%
B 0.00%
Below B 0.00%
As of Sept. 30, 2019

SKOR 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 0.00%
183 to 364 Days 0.00%
1 to 3 Years 18.24%
3 to 5 Years 23.53%
5 to 7 Years 28.08%
7 to 10 Years 28.49%
10 to 15 Years 1.49%
15 to 20 Years 0.00%
20 to 30 Years 0.18%
Over 30 Years 0.00%
As of Dec. 3, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
ASSF Morgan Stanley 2.75% 1.79% -- --
ASSF Goldman Sachs Group, Inc. 5.75% 1.16% -- --
ASSF Morgan Stanley 3.77% 1.03% -- --
ASSF International Business Machines Corporation 3% 0.89% -- --
ASSF TransCanada Pipelines Limited 2.5% 0.77% -- --
ASSF Capital One Financial Corporation 3.2% 0.74% -- --
ASSF JPMorgan Chase & Co. 3.3% 0.72% -- --
ASSF JPMorgan Chase & Co. 3.2% 0.70% -- --
ASSF Bank of America Corporation 4.2% 0.69% -- --
ASSF Morgan Stanley 4.35% 0.68% -- --
As of Dec. 3, 2019
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Basic Info

Investment Strategy
The investment seeks the price and yield performance, before fees and expenses, of the Northern Trust Credit-Scored US Corporate Bond IndexSM. The fund generally will invest under normal circumstances at least 80% of its total assets (exclusive of collateral held from securities lending) in the securities of its underlying index. The underlying index is designed to outperform the parent index on a risk-adjusted basis, as measured by a combination of yield return and price appreciation. Securities included in the underlying index are component securities of the Parent Index. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Medium Quality/Moderate Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Corporate Bond
Prospectus Objective Corporate Bond - General
Fund Owner Firm Name Flexshares Trust
Benchmark Index
Northern Trust Cr Scored US Corp TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Bradley Camden 4.80 yrs
Brandon Ferguson 4.80 yrs
Michael Doyle 4.80 yrs

Net Fund Flows

1M 7.851M
3M 10.47M
6M 13.09M
YTD 7.876M
1Y 22.45M
3Y 64.57M
5Y 94.96M
10Y --
As of Nov. 30, 2019

Risk Info

Beta (5Y) 0.8389
Max Drawdown (All) 4.09%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.7145
30-Day Rolling Volatility 3.72%
Daily Value at Risk (VaR) 1% (All) 0.60%
Monthly Value at Risk (VaR) 1% (All) 2.22%

Fundamentals

Dividend Yield TTM (12-4-19) 3.06%
30-Day SEC Yield --
7-Day SEC Yield --
Current Yield 3.36%
Yield to Maturity 0.03%
Effective Duration 4.76
Average Coupon 3.60%
Average Credit Score 9.00 (BBB)
Average Price 105.60
Number of Holdings 371
As of Dec. 4, 2019

Comparables

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Attributes

Key Dates
Inception Date 11/12/2014
Termination Date
Last Annual Report Date 10/31/2018
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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