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iShares TIPS Bond ETF (TIP)

105.65 -0.24 (-0.22%)
As of 3:38 PM EDT. Market Open.

ETF Summary

The index tracks the performance of inflation-protected public obligations of the U.S. Treasury, commonly known as “TIPS,” that have a remaining maturity of more than one year. The fund will invest at least 80% of its assets in the component securities of the index, and it will invest at least 90% of its assets in U.S. Treasury securities that BFA believes will help the fund track the index.

Risk Overview

Performance & Risk

YTD Return -1.43%
5y Average Return 2.04%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.84
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
TIPCategory AverageTIPCategory AverageTIPCategory Average
Alpha 0.87 0.8 1.67 1.65 0.51 0.33
BETA 0.84 0.77 0.86 0.79 0.88 0.82
Mean Annual Return -0.04 -0.02 0.2 0.21 0.18 0.16
R-squared 71.07 63.16 71.71 59.79 69.59 57.36
Standard Deviation 7.1 6.84 6.17 6.13 5.02 5.12
Sharpe Ratio -0.49 -0.43 0.05 0.1 0.13 0.1
Treynor Ratio -4.46 -4 0.12 1.04 0.63 0.6

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