Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 22.22% |
PULS PGIM Ultra Short Bond ETF | Ultrashort Bond | 11.11% |
SGOV iShares 0-3 Month Treasury Bond ETF | Ultrashort Bond | 55.56% |
SHV iShares Short Treasury Bond ETF | Government Bonds | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPrint USD Portfolio, 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 Every 3 months.
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The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio SPrint USD Portfolio | 0.02% | 0.27% | 0.88% | 1.87% | 4.11% | 4.86% | 3.42% | — |
| Portfolio components: | ||||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 0.02% | 0.30% | 0.88% | 1.89% | 4.07% | 4.80% | 3.41% | — |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.03% | 0.30% | 0.88% | 1.84% | 4.00% | 4.71% | 3.28% | 2.13% |
SHV iShares Short Treasury Bond ETF | 0.01% | 0.28% | 0.82% | 1.81% | 3.99% | 4.68% | 3.19% | 2.17% |
PULS PGIM Ultra Short Bond ETF | 0.04% | 0.18% | 0.93% | 2.03% | 4.74% | 5.68% | 3.98% | — |
Monthly Returns
Based on dividend-adjusted daily data since May 29, 2020, SPrint USD Portfolio's average daily return is +0.01%, while the average monthly return is +0.24%. At this rate, your investment would double in approximately 24.1 years.
Historically, 92% of months were positive and 8% were negative. The best month was Aug 2023 with a return of +0.5%, while the worst month was Feb 2022 at -0.0%. The longest winning streak lasted 50 consecutive months, and the longest losing streak was 2 months.
On a daily basis, SPrint USD Portfolio closed higher 80% of trading days. The best single day was Mar 15, 2023 with a return of +0.1%, while the worst single day was Mar 14, 2023 at -0.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.30% | 0.28% | 0.27% | 0.02% | 0.88% | ||||||||
| 2025 | 0.36% | 0.34% | 0.32% | 0.34% | 0.37% | 0.35% | 0.37% | 0.40% | 0.33% | 0.36% | 0.30% | 0.35% | 4.30% |
| 2024 | 0.45% | 0.44% | 0.43% | 0.44% | 0.48% | 0.40% | 0.46% | 0.48% | 0.43% | 0.40% | 0.40% | 0.40% | 5.33% |
| 2023 | 0.35% | 0.37% | 0.38% | 0.37% | 0.40% | 0.47% | 0.42% | 0.49% | 0.42% | 0.44% | 0.49% | 0.47% | 5.20% |
| 2022 | -0.02% | -0.03% | 0.01% | 0.02% | 0.04% | 0.05% | 0.06% | 0.23% | 0.19% | 0.18% | 0.34% | 0.39% | 1.46% |
| 2021 | 0.02% | 0.00% | 0.00% | 0.02% | 0.01% | -0.01% | 0.01% | 0.00% | 0.01% | -0.01% | -0.01% | 0.02% | 0.04% |
Benchmark Metrics
SPrint USD Portfolio has an annualized alpha of 2.97%, beta of 0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.
- This portfolio captured 5.33% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.66%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.00 may look defensive, but with R² of 0.00 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.00 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.97%
- Beta
- 0.00
- R²
- 0.00
- Upside Capture
- 5.33%
- Downside Capture
- -7.66%
Expense Ratio
SPrint USD Portfolio has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
SPrint USD Portfolio ranks 100 for risk / return — in the top 100% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 22.13 | 0.92 | +21.21 |
Sortino ratioReturn per unit of downside risk | 301.60 | 1.41 | +300.18 |
Omega ratioGain probability vs. loss probability | 148.68 | 1.21 | +147.47 |
Calmar ratioReturn relative to maximum drawdown | 369.63 | 1.41 | +368.21 |
Martin ratioReturn relative to average drawdown | 4,667.40 | 6.61 | +4,660.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 100 | 20.61 | 283.87 | 201.33 | 411.31 | 4,618.08 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 100 | 19.52 | 254.20 | 180.39 | 368.00 | 4,131.71 |
SHV iShares Short Treasury Bond ETF | 100 | 19.52 | 152.74 | 54.89 | 441.44 | 2,481.17 |
PULS PGIM Ultra Short Bond ETF | 99 | 9.23 | 18.34 | 5.29 | 13.86 | 95.78 |
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Dividends
Dividend yield
SPrint USD Portfolio provided a 4.03% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.03% | 4.18% | 5.13% | 4.93% | 1.52% | 0.15% | 0.38% | 1.00% | 0.76% | 0.23% | 0.05% | 0.00% |
| Portfolio components: | ||||||||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.96% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
SHV iShares Short Treasury Bond ETF | 3.93% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
PULS PGIM Ultra Short Bond ETF | 4.68% | 4.78% | 5.62% | 5.48% | 2.30% | 1.19% | 1.85% | 2.69% | 1.87% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SPrint USD Portfolio. 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 SPrint USD Portfolio was 0.08%, occurring on Mar 15, 2022. Recovery took 51 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.08% | Sep 17, 2021 | 124 | Mar 15, 2022 | 51 | May 26, 2022 | 175 |
| -0.05% | Mar 14, 2023 | 1 | Mar 14, 2023 | 1 | Mar 15, 2023 | 2 |
| -0.04% | Jun 10, 2022 | 3 | Jun 14, 2022 | 4 | Jun 21, 2022 | 7 |
| -0.02% | Aug 23, 2022 | 1 | Aug 23, 2022 | 2 | Aug 25, 2022 | 3 |
| -0.02% | Jun 24, 2022 | 1 | Jun 24, 2022 | 3 | Jun 29, 2022 | 4 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.61, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | PULS | BIL | SGOV | SHV | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.10 | -0.01 | -0.02 | 0.01 | 0.02 |
| PULS | 0.10 | 1.00 | 0.28 | 0.25 | 0.39 | 0.59 |
| BIL | -0.01 | 0.28 | 1.00 | 0.57 | 0.56 | 0.73 |
| SGOV | -0.02 | 0.25 | 0.57 | 1.00 | 0.56 | 0.85 |
| SHV | 0.01 | 0.39 | 0.56 | 0.56 | 1.00 | 0.73 |
| Portfolio | 0.02 | 0.59 | 0.73 | 0.85 | 0.73 | 1.00 |