Performance analysis of TLTD (FLEXSHARES MORNINGSTAR DEVELOPED MARKETS EX-US FACTOR TILT INDEX FUND)
Annual Return
Over the past 3 years, TLTD has had an average annual return of +17.92%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, TLTD has had an average annual return of +10.12%, underperforming the benchmark SPY, which returned +12.55% annual.
Over the past 10 years, TLTD has had an average annual return of +9.64%, underperforming the benchmark SPY, which returned +14.95% annual.
Since Oct 2, 2012, TLTD has had an average annual return of +8.14%, underperforming the benchmark SPY, which returned +14.54% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +7.57% | +39.70% | +4.79% | +17.22% | -13.73% | +12.89% | +4.23% | +21.26% | -17.55% | +26.25% | +5.34% | -1.18% |
| 2014 | 2013 | 2012 | |||||||||
| -6.45% | +20.88% | +5.81% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.13% | +5.30% | -8.31% | +6.16% | +1.75% | -2.01% | +0.12% | +7.57% | |||||
| 2025 | +3.65% | +2.92% | +2.11% | +4.06% | +4.76% | +3.84% | -0.88% | +5.26% | +2.41% | +0.42% | +2.27% | +3.24% | +39.70% |
| 2024 | -1.25% | +2.06% | +4.31% | -2.68% | +4.66% | -2.63% | +3.66% | +2.49% | +1.46% | -5.20% | +0.89% | -2.52% | +4.79% |
| 2023 | +8.92% | -3.20% | +1.49% | +2.45% | -4.42% | +4.44% | +4.05% | -3.60% | -3.45% | -3.16% | +7.78% | +5.97% | +17.22% |
| 2022 | -2.71% | -2.56% | -0.07% | -6.63% | +2.04% | -9.42% | +5.12% | -5.18% | -9.58% | +5.22% | +12.36% | -0.96% | -13.73% |
| 2021 | -0.63% | +3.86% | +3.03% | +2.90% | +3.75% | -1.35% | +0.24% | +1.55% | -2.96% | +2.92% | -5.38% | +4.79% | +12.89% |
| 2020 | -4.02% | -8.77% | -17.85% | +8.07% | +5.18% | +2.26% | +1.14% | +6.63% | -2.38% | -3.26% | +15.59% | +5.88% | +4.23% |
| 2019 | +7.47% | +2.22% | -0.21% | +2.79% | -5.93% | +5.35% | -1.89% | -2.34% | +3.91% | +3.64% | +1.63% | +3.57% | +21.26% |
| 2018 | +4.50% | -4.91% | -1.25% | +1.45% | -1.98% | -2.38% | +2.47% | -2.32% | +0.91% | -8.77% | -0.07% | -5.98% | -17.55% |
| 2017 | +3.45% | +0.88% | +2.69% | +2.11% | +2.43% | +1.23% | +3.02% | +0.57% | +2.47% | +1.83% | +1.06% | +1.85% | +26.25% |
Drawdown analysis of TLTD (FLEXSHARES MORNINGSTAR DEVELOPED MARKETS EX-US FACTOR TILT INDEX FUND)
The maximum drawdown for the TLTD was -40.60%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current TLTD drawdown is -3.15%.
Since Oct 2, 2012 TLTD has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.60% | Jan 26, 2018 | 541 | Mar 23, 2020 | 200 | Jan 6, 2021 | 741 |
| -28.93% | Sep 3, 2021 | 278 | Oct 12, 2022 | 347 | Mar 1, 2024 | 625 |
| -24.90% | Jul 2, 2014 | 406 | Feb 11, 2016 | 302 | Apr 25, 2017 | 708 |
| -13.10% | Mar 19, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -12.11% | Feb 26, 2026 | 16 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -10.13% | May 21, 2013 | 23 | Jun 24, 2013 | 35 | Aug 13, 2013 | 58 |
| -8.82% | Sep 26, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
| -7.24% | Jul 16, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -6.35% | Jan 21, 2014 | 9 | Feb 3, 2014 | 14 | Feb 24, 2014 | 23 |
| -6.16% | Jun 14, 2021 | 24 | Jul 19, 2021 | 34 | Sep 3, 2021 | 58 |
| -4.90% | Oct 17, 2012 | 18 | Nov 14, 2012 | 13 | Dec 4, 2012 | 31 |
| -4.75% | Nov 12, 2025 | 6 | Nov 20, 2025 | 5 | Nov 28, 2025 | 11 |
| -4.29% | Mar 27, 2024 | 15 | Apr 18, 2024 | 15 | May 9, 2024 | 30 |
| -4.09% | Jan 8, 2021 | 14 | Jan 29, 2021 | 6 | Feb 8, 2021 | 20 |
| -3.91% | Aug 27, 2024 | 7 | Sep 6, 2024 | 9 | Sep 19, 2024 | 16 |
| -3.86% | Aug 13, 2013 | 13 | Aug 30, 2013 | 6 | Sep 10, 2013 | 19 |
| -3.81% | Mar 6, 2014 | 11 | Mar 21, 2014 | 26 | Apr 29, 2014 | 37 |
| -3.80% | Feb 1, 2013 | 15 | Feb 25, 2013 | 13 | Mar 14, 2013 | 28 |
| -3.79% | Jul 23, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
| -3.77% | May 20, 2024 | 18 | Jun 14, 2024 | 17 | Jul 11, 2024 | 35 |
| -3.66% | Oct 22, 2013 | 37 | Dec 13, 2013 | 9 | Dec 27, 2013 | 46 |
| -3.62% | Apr 11, 2013 | 5 | Apr 18, 2013 | 5 | Apr 25, 2013 | 10 |
| -3.33% | May 7, 2021 | 3 | May 12, 2021 | 8 | May 24, 2021 | 11 |
| -3.26% | Oct 6, 2025 | 4 | Oct 10, 2025 | 11 | Oct 27, 2025 | 15 |
| -2.93% | Feb 24, 2021 | 2 | Feb 26, 2021 | 9 | Mar 11, 2021 | 11 |