Summary
TILT
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 22.78% Volatility 18.60% Sharpe 0.78
Official loaded data — not a live quote.

FLEXSHARES MORNINGSTAR US MARKET FACTOR TILT INDEX FUND

Symbol: TILT

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 16/09/2011

Latest date: 21/07/2026

Current price: $276.75

Expense ratio: 0.25%

Assets under management
$2.2B
-0.02% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.25%

Ann. -36.69% (Sharpe / Sortino numerator)

Volatility

17.28%

Sharpe ratio

-2.334

VaR 95%

-1.55%

CVaR 95%: -1.59%
Max drawdown: -7.00%
Sortino ratio: -4.191
Calmar ratio: -5.25

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.69%

Ann. -9.66% (Sharpe / Sortino numerator)

Volatility

14.32%

Sharpe ratio

-0.928

VaR 95%

-1.55%

CVaR 95%: -1.67%
Max drawdown: -8.70%
Sortino ratio: -1.397
Calmar ratio: -1.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.59%

Ann. 0.81% (Sharpe / Sortino numerator)

Volatility

13.87%

Sharpe ratio

-0.204

VaR 95%

-1.55%

CVaR 95%: -1.84%
Max drawdown: -8.70%
Sortino ratio: -0.290
Calmar ratio: 0.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.78%

Ann. 18.14% (Sharpe / Sortino numerator)

Volatility

18.60%

Sharpe ratio

0.780

VaR 95%

-1.61%

CVaR 95%: -2.66%
Max drawdown: -8.70%
Sortino ratio: 0.977
Calmar ratio: 2.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

37.32%

Ann. 12.95% (Sharpe / Sortino numerator)

Volatility

16.53%

Sharpe ratio

0.563

VaR 95%

-1.62%

CVaR 95%: -2.41%
Max drawdown: -19.85%
Sortino ratio: 0.723
Calmar ratio: 0.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

66.01%

Ann. 17.34% (Sharpe / Sortino numerator)

Volatility

15.38%

Sharpe ratio

0.891

VaR 95%

-1.53%

CVaR 95%: -2.17%
Max drawdown: -19.85%
Sortino ratio: 1.210
Calmar ratio: 0.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.085%

Best day

2.645%

31/03/2026
Worst day

-2.787%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $276.80 $276.80 $276.51 $276.75 1,700
20/07/2026 $276.72 $276.72 $274.51 $274.51 1,800
17/07/2026 $275.09 $276.03 $275.04 $275.62 2,500
16/07/2026 $277.66 $278.92 $277.18 $277.70 6,000
15/07/2026 $278.33 $278.33 $276.95 $278.00 2,400
14/07/2026 $276.48 $277.18 $276.48 $277.04 2,900
13/07/2026 $277.51 $277.89 $276.03 $276.26 3,500
10/07/2026 $277.41 $277.96 $277.10 $277.89 2,600
09/07/2026 $276.39 $277.24 $276.39 $276.82 2,300
08/07/2026 $274.31 $274.59 $273.60 $274.49 3,700