stip64_sgov34
sgov and stip
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 36% |
STIP iShares 0-5 Year TIPS Bond ETF | Inflation-Protected Bonds | 64% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in stip64_sgov34, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| stip64_sgov34 | 4.51% | 0.99% | 3.57% | 6.70% | N/A | N/A |
| Portfolio components: | ||||||
STIP iShares 0-5 Year TIPS Bond ETF | 4.85% | 1.29% | 4.08% | 7.39% | 3.64% | 2.43% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.90% | 0.46% | 2.67% | 5.46% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of stip64_sgov34, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.44% | 0.06% | 0.51% | 0.05% | 0.82% | 0.52% | 0.71% | 0.57% | 4.51% | ||||
| 2023 | 0.64% | -0.16% | 1.41% | 0.21% | -0.25% | 0.09% | 0.40% | 0.27% | 0.02% | 0.40% | 0.87% | 0.82% | 4.81% |
| 2022 | -0.48% | 0.72% | -0.50% | -0.05% | 0.34% | -0.93% | 1.19% | -0.94% | -1.85% | 0.80% | 0.42% | -0.07% | -1.38% |
| 2021 | 0.33% | 0.11% | 0.35% | 0.56% | 0.48% | 0.05% | 0.84% | 0.01% | -0.02% | 0.45% | 0.07% | 0.34% | 3.63% |
| 2020 | 0.06% | 0.44% | 0.44% | 0.72% | -0.11% | -0.10% | 0.35% | 0.57% | 2.39% |
Expense Ratio
stip64_sgov34 has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of stip64_sgov34 is 99, placing it in the top 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
STIP iShares 0-5 Year TIPS Bond ETF | 3.32 | 5.71 | 1.74 | 2.63 | 34.93 |
SGOV iShares 0-3 Month Treasury Bond ETF | 22.47 | — | — | — | — |
Dividends
Dividend yield
stip64_sgov34 granted a 3.63% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| stip64_sgov34 | 3.63% | 3.57% | 4.39% | 2.67% | 0.91% | 1.32% | 1.56% | 1.02% | 0.57% | 0.00% | 0.48% | 0.20% |
| Portfolio components: | ||||||||||||
STIP iShares 0-5 Year TIPS Bond ETF | 2.74% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% | 0.74% | 0.31% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.23% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the stip64_sgov34. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the stip64_sgov34 was 3.31%, occurring on Sep 30, 2022. Recovery took 129 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.31% | Mar 14, 2022 | 140 | Sep 30, 2022 | 129 | Apr 6, 2023 | 269 |
| -1.28% | Nov 18, 2021 | 58 | Feb 10, 2022 | 11 | Feb 28, 2022 | 69 |
| -0.69% | May 5, 2023 | 15 | May 25, 2023 | 44 | Jul 31, 2023 | 59 |
| -0.45% | Apr 10, 2023 | 6 | Apr 17, 2023 | 6 | Apr 25, 2023 | 12 |
| -0.45% | Sep 14, 2023 | 14 | Oct 3, 2023 | 8 | Oct 13, 2023 | 22 |
Volatility
Volatility Chart
The current stip64_sgov34 volatility is 0.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SGOV | STIP | |
|---|---|---|
| SGOV | 1.00 | 0.02 |
| STIP | 0.02 | 1.00 |