Performance analysis of TILT (FLEXSHARES MORNINGSTAR US MARKET FACTOR TILT INDEX FUND)
Annual Return
Over the past 3 years, TILT has had an average annual return of +21.11%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, TILT has had an average annual return of +11.91%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, TILT has had an average annual return of +14.05%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Sep 22, 2011, TILT has had an average annual return of +14.66%, underperforming the benchmark SPY, which returned +15.85% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.43% | +16.59% | +19.88% | +24.71% | -17.24% | +27.62% | +16.08% | +29.01% | -8.91% | +18.33% | +16.79% | -2.54% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| +10.52% | +35.78% | +15.91% | +14.01% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.11% | +0.00584% | -4.75% | +9.47% | +4.11% | +0.52% | +11.43% | ||||||
| 2025 | +3.41% | -2.19% | -5.60% | -1.59% | +5.69% | +5.04% | +1.99% | +3.40% | +2.87% | +1.68% | +0.96% | +0.38% | +16.59% |
| 2024 | +0.11% | +4.93% | +3.74% | -4.87% | +4.57% | +1.62% | +3.60% | +1.32% | +1.78% | -0.86% | +7.33% | -4.26% | +19.88% |
| 2023 | +7.91% | -2.27% | +0.35% | +0.54% | -0.27% | +7.63% | +4.29% | -2.26% | -4.88% | -3.53% | +9.34% | +6.79% | +24.71% |
| 2022 | -5.43% | -1.59% | +2.81% | -8.59% | +0.65% | -8.99% | +9.52% | -3.46% | -9.59% | +9.28% | +5.22% | -6.03% | -17.24% |
| 2021 | +1.34% | +4.55% | +4.23% | +4.57% | +1.23% | +1.18% | +0.74% | +2.74% | -3.96% | +6.01% | -1.79% | +4.26% | +27.62% |
| 2020 | -1.78% | -8.87% | -17.58% | +14% | +5.25% | +1.97% | +4.80% | +6.91% | -3.70% | -0.66% | +14.21% | +5.06% | +16.08% |
| 2019 | +9.52% | +3.58% | +0.33% | +4.20% | -7.47% | +7.20% | +1.35% | -3.32% | +2.55% | +2.16% | +3.88% | +2.83% | +29.01% |
| 2018 | +4.28% | -4.02% | -1.75% | +0.46% | +2.81% | +0.76% | +2.91% | +2.86% | -0.31% | -7.61% | +1.44% | -10.01% | -8.91% |
| 2017 | +1.58% | +3.30% | -0.30% | +0.45% | -0.23% | +1.95% | +1.26% | -0.64% | +3.32% | +1.86% | +3.13% | +1.37% | +18.33% |
Drawdown analysis of TILT (FLEXSHARES MORNINGSTAR US MARKET FACTOR TILT INDEX FUND)
The maximum drawdown for the TILT was -38.44%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
Since Sep 22, 2011 TILT has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 7 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.44% | Feb 19, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -24.12% | Jan 4, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -21.48% | Sep 20, 2018 | 65 | Dec 24, 2018 | 137 | Jul 12, 2019 | 202 |
| -19.85% | Dec 4, 2024 | 84 | Apr 8, 2025 | 58 | Jul 2, 2025 | 142 |
| -17.59% | Jun 23, 2015 | 161 | Feb 11, 2016 | 106 | Jul 14, 2016 | 267 |
| -11.02% | Mar 27, 2012 | 47 | Jun 4, 2012 | 66 | Sep 6, 2012 | 113 |
| -10.02% | Jan 26, 2018 | 44 | Apr 2, 2018 | 88 | Aug 6, 2018 | 132 |
| -9.51% | Oct 28, 2011 | 18 | Nov 23, 2011 | 29 | Jan 6, 2012 | 47 |
| -9.05% | Sep 2, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -8.50% | Feb 9, 2026 | 34 | Mar 30, 2026 | 11 | Apr 15, 2026 | 45 |
| -8.38% | Sep 2, 2014 | 29 | Oct 13, 2014 | 18 | Nov 6, 2014 | 47 |
| -8.33% | Sep 14, 2012 | 42 | Nov 15, 2012 | 31 | Jan 2, 2013 | 73 |
| -8.31% | Jul 16, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -6.95% | Jul 26, 2019 | 13 | Aug 14, 2019 | 52 | Oct 28, 2019 | 65 |
| -6.89% | Oct 12, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
| -6.88% | Sep 28, 2011 | 3 | Oct 3, 2011 | 5 | Oct 10, 2011 | 8 |
| -6.18% | Jan 22, 2014 | 8 | Feb 3, 2014 | 14 | Feb 24, 2014 | 22 |
| -6.08% | Mar 28, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -6.05% | Nov 8, 2021 | 16 | Dec 1, 2021 | 23 | Jan 4, 2022 | 39 |
| -5.41% | May 21, 2013 | 23 | Jun 24, 2013 | 10 | Jul 9, 2013 | 33 |
| -5.14% | Dec 29, 2014 | 12 | Jan 15, 2015 | 20 | Feb 13, 2015 | 32 |
| -5.05% | Oct 27, 2025 | 18 | Nov 20, 2025 | 5 | Nov 28, 2025 | 23 |
| -5.02% | Apr 2, 2014 | 7 | Apr 11, 2014 | 37 | Jun 5, 2014 | 44 |
| -4.97% | Sep 7, 2016 | 41 | Nov 3, 2016 | 5 | Nov 10, 2016 | 46 |
| -4.95% | Jul 3, 2014 | 24 | Aug 7, 2014 | 13 | Aug 26, 2014 | 37 |