sq 1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IVE iShares S&P 500 Value ETF | Large Cap Blend Equities | 55% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 15% |
VCSH Vanguard Short-Term Corporate Bond ETF | Corporate Bonds | 15% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 15% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VCSH
Returns By Period
As of May 16, 2025, the sq 1 returned 1.16% Year-To-Date and 6.47% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| sq 1 | 1.56% | 4.57% | -0.49% | 5.32% | 9.41% | 6.52% |
| Portfolio components: | ||||||
IVE iShares S&P 500 Value ETF | 0.76% | 8.21% | -3.07% | 4.96% | 15.83% | 9.66% |
TIP iShares TIPS Bond ETF | 3.34% | 0.58% | 2.81% | 5.09% | 1.35% | 2.40% |
VCSH Vanguard Short-Term Corporate Bond ETF | 2.38% | 0.64% | 2.91% | 6.44% | 2.15% | 2.47% |
VGSH Vanguard Short-Term Treasury ETF | 1.84% | -0.09% | 2.48% | 5.34% | 1.11% | 1.47% |
Monthly Returns
The table below presents the monthly returns of sq 1, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.88% | 0.85% | -1.42% | -1.83% | 2.14% | 1.56% | |||||||
| 2024 | 0.27% | 1.33% | 2.80% | -2.77% | 2.16% | -0.09% | 3.30% | 2.04% | 1.07% | -1.21% | 3.48% | -4.13% | 8.23% |
| 2023 | 4.51% | -2.21% | 1.63% | 1.08% | -1.33% | 3.59% | 2.05% | -1.60% | -2.92% | -1.07% | 6.16% | 3.92% | 14.17% |
| 2022 | -1.51% | -0.82% | 0.89% | -3.35% | 0.96% | -5.25% | 4.19% | -2.34% | -6.22% | 6.47% | 4.06% | -2.42% | -5.99% |
| 2021 | -0.86% | 2.93% | 3.54% | 2.29% | 1.52% | -0.57% | 0.91% | 0.86% | -2.00% | 2.53% | -1.73% | 3.90% | 13.93% |
| 2020 | -0.93% | -4.74% | -8.59% | 6.69% | 2.15% | -0.31% | 2.53% | 2.13% | -1.52% | -1.10% | 7.36% | 2.12% | 4.77% |
| 2019 | 5.15% | 1.30% | 1.10% | 2.36% | -3.76% | 4.66% | 1.02% | -0.85% | 1.88% | 1.58% | 2.20% | 1.84% | 19.79% |
| 2018 | 1.98% | -3.35% | -0.90% | 0.22% | 0.30% | 0.44% | 2.15% | 0.97% | 0.05% | -3.16% | 1.48% | -4.74% | -4.73% |
| 2017 | 0.47% | 2.20% | -0.62% | 0.10% | -0.10% | 0.90% | 0.93% | -0.45% | 1.66% | 0.66% | 1.80% | 1.16% | 9.02% |
| 2016 | -2.36% | 0.56% | 4.14% | 1.19% | 0.38% | 1.14% | 1.59% | 0.22% | -0.08% | -0.94% | 2.94% | 1.58% | 10.68% |
| 2015 | -1.75% | 2.65% | -0.80% | 0.91% | 0.26% | -1.31% | 0.40% | -3.53% | -1.42% | 4.13% | 0.27% | -1.19% | -1.61% |
| 2014 | -1.80% | 2.17% | 1.29% | 0.94% | 1.07% | 1.13% | -0.83% | 2.10% | -1.39% | 1.23% | 1.39% | 0.09% | 7.52% |
Expense Ratio
sq 1 has an expense ratio of 0.14%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of sq 1 is 26, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 0.31 | 0.62 | 1.09 | 0.33 | 1.10 |
TIP iShares TIPS Bond ETF | 1.09 | 1.59 | 1.20 | 0.54 | 3.44 |
VCSH Vanguard Short-Term Corporate Bond ETF | 2.66 | 4.12 | 1.57 | 5.16 | 14.36 |
VGSH Vanguard Short-Term Treasury ETF | 3.18 | 5.31 | 1.70 | 5.64 | 15.70 |
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Dividends
Dividend yield
sq 1 provided a 2.77% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.77% | 2.72% | 2.28% | 2.67% | 2.01% | 2.08% | 2.20% | 2.58% | 1.98% | 1.90% | 1.81% | 1.79% |
| Portfolio components: | ||||||||||||
IVE iShares S&P 500 Value ETF | 1.98% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% | 2.14% |
TIP iShares TIPS Bond ETF | 2.91% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.12% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% | 2.01% |
VGSH Vanguard Short-Term Treasury ETF | 4.18% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
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 sq 1. 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 sq 1 was 21.19%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current sq 1 drawdown is 3.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.19% | Feb 13, 2020 | 27 | Mar 23, 2020 | 162 | Nov 10, 2020 | 189 |
| -13.6% | Jan 5, 2022 | 186 | Sep 30, 2022 | 177 | Jun 15, 2023 | 363 |
| -11.49% | May 2, 2011 | 108 | Oct 3, 2011 | 75 | Jan 20, 2012 | 183 |
| -10.47% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -9.37% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
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 2.70, 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
| ^GSPC | TIP | VCSH | VGSH | IVE | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.08 | 0.07 | -0.16 | 0.92 | 0.91 |
| TIP | -0.08 | 1.00 | 0.59 | 0.54 | -0.11 | 0.02 |
| VCSH | 0.07 | 0.59 | 1.00 | 0.64 | 0.04 | 0.15 |
| VGSH | -0.16 | 0.54 | 0.64 | 1.00 | -0.17 | -0.08 |
| IVE | 0.92 | -0.11 | 0.04 | -0.17 | 1.00 | 0.99 |
| Portfolio | 0.91 | 0.02 | 0.15 | -0.08 | 0.99 | 1.00 |