Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STUSX (SHORT-TERM U.S GOVERNMENT BOND FUND DIRECT SHARES) | NA | 1.92% | 1.13% | 0.68% | 0.41% | 1.49% | 1.40% | … | … |
Data as of 03/05/2020, Common starting date is 01/28/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STUSX (SHORT-TERM U.S GOVERNMENT BOND FUND DIRECT SHARES) | 01/28/2000 | 03/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.92 | 1.13 | 0.68 | 0.41 | 1.49 | 1.40 | … | … | 0.00 | 2.25 | 1.09 | -0.06 | 0.28 | -0.25 | -0.17 | -0.20 | -0.22 | 0.21 | 2.08 | 0.41 | 5.83 | 6.31 | 3.63 | 1.29 | 0.02 | -0.39 | 0.49 | 0.00 | 6.63 |
| Sharpe Ratio | NA | 0.67 | -0.10 | -0.13 | 0.00 | NA | NA | … | … | 0.00 | 0.86 | -0.35 | -0.86 | 0.07 | -0.32 | -0.29 | -0.38 | -0.51 | 0.23 | 1.57 | 0.17 | 1.82 | 1.76 | 0.18 | -0.93 | -0.78 | -1.12 | -0.44 | -0.83 | 2.65 |
| Standard Deviation(%) | NA | 0.84 | 0.83 | 0.86 | 0.82 | NA | NA | … | … | NA | 0.91 | 0.85 | 0.84 | 0.90 | 0.85 | 0.62 | 0.61 | 0.56 | 0.80 | 1.27 | 1.86 | 2.67 | 1.81 | 1.21 | 1.04 | 1.23 | 0.99 | 1.49 | 2.99 | 1.11 |
| Draw Down(%) | NA | 0.29 | 0.87 | 1.04 | 1.14 | NA | NA | … | … | 0.00 | 0.29 | 0.32 | 0.64 | 0.93 | 0.67 | 0.36 | 0.49 | 0.31 | 0.39 | 0.68 | 1.00 | 2.00 | 0.53 | 0.40 | 0.59 | 1.24 | 0.79 | 1.28 | 3.26 | 0.52 |
| Yield(%) | 0.00 | 1.12 | 0.93 | 0.63 | 0.54 | 1.35 | 1.32 | … | … | 0.00 | 1.35 | 0.98 | 0.54 | 0.28 | 0.05 | 0.03 | 0.00 | 0.46 | 0.79 | 1.20 | 1.37 | 3.05 | 4.04 | 3.76 | 2.57 | 1.21 | 0.00 | 0.00 | 0.00 | 5.25 |
Data as of 03/05/2020, Common starting date is 01/28/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STUSX (SHORT-TERM U.S GOVERNMENT BOND FUND DIRECT SHARES) |
-0.79%
Oct 2001 – Oct 2004 |
-0.14%
Nov 2010 – Nov 2015 |
0.32%
Nov 2008 – Nov 2018 |
1.10%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STUSX (SHORT-TERM U.S GOVERNMENT BOND FUND DIRECT SHARES) |
5.25%
Dec 2005 – Dec 2008 |
3.79%
Jul 2005 – Jul 2010 |
2.42%
Feb 2000 – Feb 2010 |
1.66%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart