sgov
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in sgov, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 11.38% | N/A |
| sgov | 0.47% | 2.55% | 3.60% | 4.59% | 1.58% | N/A |
| Portfolio components: | ||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 0.47% | 2.55% | 3.60% | 4.59% | 1.58% | N/A |
| Returns over 1 year are annualized | ||||||
Dividend yield
sgov granted a 4.13% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | |
|---|---|---|---|---|
| sgov | 4.13% | 1.50% | 0.03% | 0.05% |
| Portfolio components: | ||||
SGOV iShares 0-3 Month Treasury Bond ETF | 4.13% | 1.50% | 0.03% | 0.05% |
Expense Ratio
The sgov has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 7.05 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the sgov. 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 sgov is 0.40%, recorded on Sep 1, 2023. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.4% | Sep 1, 2023 | 1 | Sep 1, 2023 | — | — | — |
| -0.03% | Aug 23, 2022 | 1 | Aug 23, 2022 | 2 | Aug 25, 2022 | 3 |
| -0.02% | Aug 28, 2020 | 3 | Sep 1, 2020 | 23 | Oct 5, 2020 | 26 |
| -0.02% | Jul 12, 2022 | 2 | Jul 13, 2022 | 1 | Jul 14, 2022 | 3 |
| -0.02% | Oct 12, 2022 | 1 | Oct 12, 2022 | 1 | Oct 13, 2022 | 2 |
Volatility Chart
The current sgov volatility is 0.63%, 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.