Northern Trust iBoxx 3-Year Target Duration TIPS ETF (TDTT)
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Learn moreETF Summary
The underlying index reflects the performance of a selection of inflation protected public obligations of the U.S. treasury, commonly known as "TIPS," with a targeted average modified adjusted duration, as defined by the S&P Dow Jones Indices LLC as the index provider, of approximately three years. Under normal circumstances, the fund will invest at least 80% of its total assets (exclusive of collateral held from securities lending) in the securities of the underlying index.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 1.77% |
| 5y Average Return | 2.47% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.34 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
TDTT | Category Average | TDTT | Category Average | TDTT | Category Average |
|
Alpha
|
0.14 | 0.26 | 0.21 | 0.72 | 0.87 | 0.92 |
|
BETA
|
0.34 | 0.29 | 0.42 | 0.38 | 0.42 | 0.37 |
|
Mean Annual Return
|
0.38 | 0.39 | 0.19 | 0.26 | 0.24 | 0.26 |
|
R-squared
|
62.02 | 54.35 | 57.29 | 50.14 | 51.26 | 40.72 |
|
Standard Deviation
|
2.45 | -- | 3.57 | -- | 2.96 | -- |
|
Sharpe Ratio
|
0 | 0 | -0.46 | -0.14 | 0.11 | 0.23 |
|
Treynor Ratio
|
-0.06 | 1.28 | -4.12 | -1.35 | 0.72 | 2.04 |
