FlexShares Credit-Scored US Corp Bd ETF (SKOR)

54.50 -0.19  -0.35% NASDAQ Jul 10, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 54.52
Discount or Premium to NAV -0.03%
Turnover Ratio 65.00%
1 Year Fund Level Flows 66.42M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.64% 1.02% 1.47% 86
3M 4.19% 5.93% 7.24% 87
6M 5.46% 5.53% 4.59% 46
YTD 5.84% 5.85% 5.18% 55
1Y 8.98% 9.02% 9.28% 67
3Y 5.58% 5.59% 5.82% 69
5Y 4.52% 4.67% 5.33% 75
10Y -- -- 5.21% --
15Y -- -- 4.98% --
20Y -- -- 5.64% --
As of July 10, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.58% 0.58% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 94.53% 94.53% 0.00%
Convertible 4.89% 4.89% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of July 9, 2020

Region Exposure

Americas 80.98%
North America 80.61%
Latin America 0.37%
Greater Europe 11.49%
United Kingdom 5.71%
Europe Developed 5.78%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 7.53%
Japan 4.93%
Australasia 1.40%
Asia Developed 0.63%
Asia Emerging 0.57%
Market Classification
% Developed Markets 98.43%
% Emerging Markets 1.57%
As of July 9, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

SKOR Bond Exposure

Government 0.00%
Corporate 99.42%
Securitized 0.00%
Municipal 0.00%
Cash 0.58%
Derivative 0.00%
As of July 9, 2020

SKOR Bond Credit Quality Exposure

AAA 1.02%
AA 6.58%
A 43.09%
BBB 49.00%
BB 0.31%
B 0.00%
Below B 0.00%
Not Rated 0.00%
As of March 31, 2020

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 0.56%
1 to 3 Years 18.23%
3 to 5 Years 26.68%
5 to 7 Years 31.49%
7 to 10 Years 21.38%
10 to 15 Years 0.95%
15 to 20 Years 0.00%
20 to 30 Years 0.01%
Over 30 Years 0.68%
As of July 9, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Apple Inc. 2.4% 1.09% -- --
-- AbbVie Inc. 2.6% 0.65% -- --
-- Capital One Financial Corporation 3.2% 0.55% -- --
-- Mitsubishi UFJ Financial Group, Inc. 2.66% 0.54% -- --
-- Capital One Financial Corporation 3.5% 0.53% -- --
-- Alibaba Group Holding Ltd 3.6% 0.53% -- --
-- Verizon Communications Inc. 4.12% 0.51% -- --
-- B.A.T. Capital Corporation 2.76% 0.50% -- --
-- Mitsubishi UFJ Financial Group, Inc. 3.29% 0.50% -- --
-- Capital One Bank (USA), National Association (Virginia) 3.38% 0.48% -- --
As of July 9, 2020
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Basic Info

Investment Strategy
The investment seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the Northern Trust Credit-Scored US Corporate Bond IndexSM. The index reflects the performance of a broad universe of USD denominated bonds of companies that are considered to have higher credit quality, lower risk of default and the potential for higher yield, price appreciation and liquidity relative to the universe of securities comprising the Northern Trust US Investment-Grade Corporate Bond IndexSM. The fund generally will invest at least 80% of its total assets in the securities of its 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 5.64 yrs
Brandon Ferguson 5.64 yrs

Net Fund Flows

1M 24.40M
3M 34.93M
6M 48.10M
YTD 48.10M
1Y 66.42M
3Y 112.96M
5Y 150.92M
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) 0.9802
Max Drawdown (All) 15.98%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.5815
30-Day Rolling Volatility 4.23%
Daily Value at Risk (VaR) 1% (All) 0.72%
Monthly Value at Risk (VaR) 1% (All) 5.11%

Fundamentals

Dividend Yield TTM (7-10-20) 2.72%
30-Day SEC Yield --
7-Day SEC Yield --
Current Yield 3.24%
Yield to Maturity 0.02%
Effective Duration 4.74
Average Coupon 3.57%
Average Credit Score 9.00 (BBB)
Average Price 109.82
Number of Holdings 583
As of July 9, 2020

Comparables

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Attributes

Key Dates
Inception Date 11/12/2014
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/12/2020
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
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