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SST: System1, Inc. (ETF)
Basic Info
| Asset Class: | SHORT GOVERNMENT |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 12/02/2011 |
| Last Dividend Date: | 11/01/2017 |
| 12-Mo. Yield | 0.84% |
| Expenses | 0.12% |
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Performance Analytics (As of 02/02/2018)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 12/02/2011 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.4 | -0.5 | 0.1 | 0.4 | 0.5 | -1.3 | 0.9 | 0.8 | 0.9 | 1.2 | -0.4 | 0.8 | 0.1 |
| Sharpe Ratio | NA | -0.02 | -0.01 | 0.01 | 0.01 | -3.21 | 0.01 | 0.29 | 0.31 | 0.14 | -0.11 | 0.33 | 1.97 |
| Draw Down(%) | NA | 30.7 | 30.7 | 32.0 | 32.0 | 1.3 | 30.7 | 2.2 | 1.3 | 5.8 | 1.9 | 1.0 | 0.1 |
| Standard Deviation(%) | NA | 54.1 | 30.0 | 23.4 | 21.1 | 2.5 | 53.5 | 1.9 | 2.9 | 8.2 | 3.8 | 2.3 | 0.6 |
| Treynor Ratio | NA | 0.0 | -0.02 | 0.0 | 0.01 | -0.11 | 0.0 | 0.01 | 0.01 | 0.01 | -0.01 | 0.04 | 0.26 |
| Alpha | NA | 0.04 | 0.02 | 0.01 | 0.01 | -0.05 | 0.06 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 |
| Beta | NA | -3.22 | 0.16 | 0.45 | 0.41 | 0.71 | -3.03 | 0.99 | 1.03 | 1.32 | 0.67 | 0.17 | 0.04 |
| RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.48 | 0.27 | 0.03 | 0.03 | 0.01 | 0.02 |
| Yield(%) | N/A | 0.8 | 0.9 | 0.8 | N/A | 0.0 | 0.9 | 1.0 | 0.8 | 0.7 | 0.4 | 0.4 | 0.0 |
| Dividend Growth(%) | N/A | -12.2 | 86.7 | N/A | N/A | -100.0 | -3.1 | 14.3 | 22.4 | 60.2 | 14.3 | 1766.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/02/2011
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View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See SHORT GOVERNMENT Asset Class Trend Rankings |
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- SHY (iShares 1-3 Year Treasury Bond ETF) (98%)
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