FLEXSHARES MORNINGSTAR US MARKET FACTOR TILT INDEX FUND
Symbol: TILT
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception Date: 16/09/2011
Latest Date: 02/04/2026
Current Price: $243.46
Expense Ratio: 0.25%
Assets Under Management
$1.9B
1.45% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-4.09%
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
Return
-2.47%
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
Return
0.40%
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
Return
18.06%
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
Return
27.44%
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
Return
61.24%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.073%
Best Day
9.391%
09/04/2025
Worst Day
-5.672%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $239.98 | $244.11 | $239.98 | $243.46 | 3,200 |
| 01/04/2026 | $243.05 | $244.14 | $242.89 | $243.02 | 8,100 |
| 31/03/2026 | $238.43 | $241.37 | $238.43 | $241.37 | 4,700 |
| 30/03/2026 | $237.55 | $237.55 | $234.94 | $235.15 | 2,100 |
| 27/03/2026 | $237.86 | $238.17 | $236.09 | $236.09 | 1,500 |
| 26/03/2026 | $243.25 | $243.25 | $239.98 | $239.98 | 4,200 |
| 25/03/2026 | $244.30 | $244.30 | $243.11 | $243.38 | 2,700 |
| 24/03/2026 | $241.22 | $242.90 | $241.22 | $241.76 | 3,400 |
| 23/03/2026 | $243.80 | $243.80 | $241.95 | $242.14 | 9,800 |
| 20/03/2026 | $240.09 | $240.80 | $237.92 | $238.77 | 10,000 |