SGOV Test
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 0.11% |
BILS SPDR Bloomberg 3-12 Month T-Bill ETF | Ultrashort Bond | 0.07% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 9,405.94% |
USD=X USD Cash | -9,306.12% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 24, 2020, corresponding to the inception date of BILS
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| SGOV Test | 416.39% | 36.69% | 628.54% | 7,699.17% | N/A | N/A |
| Portfolio components: | ||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.73% | 0.32% | 2.12% | 4.73% | 2.61% | 1.79% |
BILS SPDR Bloomberg 3-12 Month T-Bill ETF | 1.34% | -0.05% | 1.73% | 4.47% | N/A | N/A |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.78% | 0.34% | 2.16% | 4.81% | 2.75% | N/A |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of SGOV Test, 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 | 39.47% | 36.12% | 36.14% | 40.20% | 38.86% | 2.62% | 416.39% | ||||||
| 2024 | 50.01% | 51.21% | 47.35% | 50.38% | 55.23% | 44.64% | 51.36% | 54.76% | 47.97% | 45.97% | 43.91% | 43.42% | 11,684.51% |
| 2023 | 34.29% | 39.99% | 48.43% | 37.06% | 47.56% | 54.48% | 45.64% | 57.53% | 48.90% | 50.22% | 52.38% | 49.76% | 10,109.96% |
| 2022 | -0.03% | 0.61% | 2.65% | 2.69% | 4.25% | 7.80% | 4.58% | 22.08% | 24.74% | 19.91% | 32.12% | 42.06% | 327.08% |
| 2021 | 0.45% | -0.01% | -0.06% | 1.47% | 0.30% | -0.35% | 0.16% | 0.10% | 0.21% | -0.23% | 0.23% | 1.23% | 3.55% |
| 2020 | 0.47% | 0.48% | 0.47% | 0.62% | 2.06% |
Expense Ratio
SGOV Test has a high expense ratio of 2.82%, indicating above-average management fees. 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
With an overall rank of 100, SGOV Test is among the top 0% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | 19.72 | 289.15 | 205.46 | 417.32 | 4,693.05 |
BILS SPDR Bloomberg 3-12 Month T-Bill ETF | 9.74 | 12.11 | 8.96 | 12.50 | 196.14 |
SGOV iShares 0-3 Month Treasury Bond ETF | 20.42 | 457.29 | 458.29 | 467.73 | 7,424.99 |
USD=X USD Cash | — | — | — | — | — |
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Dividends
Dividend yield
SGOV Test provided a 476.53% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 476.53% | 479.60% | 458.02% | 136.63% | 2.95% | 4.26% | 0.00% | 0.00% | 0.00% | 0.00% |
| Portfolio components: | ||||||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.04% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% |
BILS SPDR Bloomberg 3-12 Month T-Bill ETF | 4.68% | 5.01% | 4.98% | 1.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.07% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SGOV Test. 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 SGOV Test was 2.82%, occurring on Aug 23, 2022. Recovery took 2 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -2.82% | Aug 23, 2022 | 1 | Aug 23, 2022 | 2 | Aug 25, 2022 | 3 |
| -1.9% | Aug 5, 2021 | 9 | Aug 17, 2021 | 15 | Sep 7, 2021 | 24 |
| -1.89% | Mar 3, 2021 | 1 | Mar 3, 2021 | 24 | Apr 6, 2021 | 25 |
| -1.88% | Oct 12, 2022 | 1 | Oct 12, 2022 | 1 | Oct 13, 2022 | 2 |
| -1.88% | Jul 29, 2022 | 1 | Jul 29, 2022 | 1 | Aug 1, 2022 | 2 |
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 0.00, 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 | USD=X | BILS | BIL | SGOV | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | -0.02 | -0.01 | 0.01 | 0.01 |
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| BILS | -0.02 | 0.00 | 1.00 | 0.56 | 0.53 | 0.57 |
| BIL | -0.01 | 0.00 | 0.56 | 1.00 | 0.58 | 0.63 |
| SGOV | 0.01 | 0.00 | 0.53 | 0.58 | 1.00 | 0.99 |
| Portfolio | 0.01 | 0.00 | 0.57 | 0.63 | 0.99 | 1.00 |