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FlexShares Real Assets Allocation Index Fund (ASET)

ETF · Currency in USD · Last updated Oct 1, 2022

ASET is a passive ETF by Northern Trust tracking the investment results of the Northern Trust Real Assets Allocation Total Return. ASET launched on Nov 23, 2015 and has a 0.57% expense ratio.

ETF Info

ISINUS33939L7385
CUSIP33939L738
IssuerNorthern Trust
Inception DateNov 23, 2015
RegionDeveloped Markets (Broad)
CategoryDiversified Portfolio
Expense Ratio0.57%
Index TrackedNorthern Trust Real Assets Allocation Total Return
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$29.23
Year Range$29.23 - $35.40
EMA (50)$31.03
EMA (200)$31.92
Average Volume$14.17K

ASETShare Price Chart


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ASETPerformance

The chart shows the growth of $10,000 invested in FlexShares Real Assets Allocation Index Fund in Nov 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,305 for a total return of roughly 33.05%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-21.77%
-21.76%
ASET (FlexShares Real Assets Allocation Index Fund)
Benchmark (^GSPC)

ASETReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-11.57%-10.05%
6M-21.76%-20.85%
YTD-18.84%-24.77%
1Y-13.20%-17.75%
5Y2.21%9.32%
10Y4.86%7.57%

ASETMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-1.89%0.29%5.44%-6.07%0.88%-8.82%4.94%-3.23%-10.83%
2021-0.61%3.53%4.13%4.18%3.04%-1.81%0.24%0.67%-3.16%5.32%-3.60%5.83%
20200.24%-7.93%-17.34%9.35%1.67%0.53%2.76%3.36%-2.52%-2.45%13.12%1.83%
20199.81%2.00%2.53%0.58%-2.02%3.51%0.65%-0.44%2.14%1.51%0.01%2.23%
20181.02%-6.14%1.08%2.06%-0.15%0.52%1.61%-0.75%-0.40%-4.57%2.52%-6.06%
20171.35%2.01%0.71%1.20%2.13%0.10%2.68%0.75%0.33%0.25%1.64%1.27%
2016-2.87%1.94%7.05%0.93%-0.12%-1.63%7.55%-1.25%0.13%-3.70%-1.84%2.39%
20150.68%-1.68%

ASETSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FlexShares Real Assets Allocation Index Fund Sharpe ratio is -0.74. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-0.74
-0.77
ASET (FlexShares Real Assets Allocation Index Fund)
Benchmark (^GSPC)

ASETDividend History

FlexShares Real Assets Allocation Index Fund granted a 3.77% dividend yield in the last twelve months. The annual payout for that period amounted to $1.02 per share.


PeriodTTM2021202020192018201720162015
Dividend$1.02$0.85$0.61$0.94$0.77$0.65$0.84$0.27

Dividend yield

3.77%2.54%2.18%3.30%3.37%2.58%3.85%1.33%

ASETDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-22.64%
-25.25%
ASET (FlexShares Real Assets Allocation Index Fund)
Benchmark (^GSPC)

ASETWorst Drawdowns

The table below shows the maximum drawdowns of the FlexShares Real Assets Allocation Index Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the FlexShares Real Assets Allocation Index Fund is 36.50%, recorded on Mar 23, 2020. It took 202 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.5%Feb 18, 202025Mar 23, 2020202Feb 12, 2021227
-22.83%Apr 21, 2022110Sep 27, 2022
-13.19%Jan 25, 2018221Dec 24, 201840Feb 25, 2019261
-9.87%Dec 2, 201527Jan 20, 201615Mar 14, 201642
-9.44%Aug 17, 201627Nov 14, 201679Apr 10, 2017106
-6.24%Jun 10, 202126Jul 19, 202166Oct 20, 202192
-5.21%Oct 21, 202129Dec 1, 202117Dec 27, 202146
-5.18%Jan 13, 20227Jan 24, 202212Feb 9, 202219
-4.51%Jul 5, 201922Aug 5, 201932Sep 19, 201954
-4.24%Feb 10, 202210Feb 24, 202215Mar 17, 202225

ASETVolatility Chart

Current FlexShares Real Assets Allocation Index Fund volatility is 25.19%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MayJuneJulyAugustSeptember
25.19%
19.40%
ASET (FlexShares Real Assets Allocation Index Fund)
Benchmark (^GSPC)