sq 1
Asset Allocation
| Position | Category/Sector | 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
The chart shows the growth of an initial investment of $10,000 in sq 1, 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 Nov 23, 2009, corresponding to the inception date of VCSH
Returns By Period
As of Nov 13, 2024, the sq 1 returned 10.95% Year-To-Date and 6.87% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| sq 1 | 10.95% | 0.36% | 6.88% | 19.09% | 7.84% | 6.87% |
| Portfolio components: | ||||||
IVE iShares S&P 500 Value ETF | 17.37% | 1.32% | 10.00% | 29.94% | 12.27% | 10.53% |
TIP iShares TIPS Bond ETF | 2.36% | -1.60% | 2.77% | 6.49% | 1.92% | 2.03% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.34% | -0.50% | 3.61% | 7.92% | 1.89% | 2.29% |
VGSH Vanguard Short-Term Treasury ETF | 3.22% | -0.42% | 2.80% | 5.24% | 1.23% | 1.25% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.27% | 1.33% | 2.80% | -2.77% | 2.16% | -0.09% | 3.30% | 2.04% | 1.07% | -1.21% | 10.95% | ||
| 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% | 19.80% |
| 2018 | 1.99% | -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% |
| 2013 | 3.48% | 0.74% | 2.22% | 1.17% | 0.63% | -1.22% | 3.13% | -2.35% | 1.77% | 2.58% | 1.46% | 1.05% | 15.51% |
Expense Ratio
sq 1 has an expense ratio of 0.14%, 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 sq 1 is 85, placing it in the top 15% 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 | |
|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 2.94 | 4.16 | 1.54 | 5.42 | 17.48 |
TIP iShares TIPS Bond ETF | 1.28 | 1.90 | 1.23 | 0.50 | 5.90 |
VCSH Vanguard Short-Term Corporate Bond ETF | 3.13 | 5.08 | 1.65 | 1.93 | 18.93 |
VGSH Vanguard Short-Term Treasury ETF | 2.78 | 4.50 | 1.59 | 2.21 | 15.13 |
Dividends
Dividend yield
sq 1 provided a 2.55% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.55% | 2.28% | 2.67% | 2.01% | 2.08% | 2.20% | 2.58% | 1.98% | 1.90% | 1.81% | 1.79% | 1.65% |
| Portfolio components: | ||||||||||||
IVE iShares S&P 500 Value ETF | 1.80% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.45% | 2.14% | 2.04% |
TIP iShares TIPS Bond ETF | 2.41% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
VCSH Vanguard Short-Term Corporate Bond ETF | 3.82% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.25% | 2.10% | 2.08% | 2.01% | 2.05% |
VGSH Vanguard Short-Term Treasury ETF | 4.16% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
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 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 0.55%.
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 |
| -8.56% | Apr 26, 2010 | 49 | Jul 2, 2010 | 71 | Oct 13, 2010 | 120 |
Volatility
Volatility Chart
The current sq 1 volatility is 1.96%, 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
| IVE | TIP | VCSH | VGSH | |
|---|---|---|---|---|
| IVE | 1.00 | -0.12 | 0.04 | -0.18 |
| TIP | -0.12 | 1.00 | 0.58 | 0.54 |
| VCSH | 0.04 | 0.58 | 1.00 | 0.64 |
| VGSH | -0.18 | 0.54 | 0.64 | 1.00 |