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Vanguard Short-Term Inflation-Protected Securities ETF

Provider: Vanguard
Vanguard Short-Term Inflation-Protected Securities Index Fund is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond generally to the price and yield performance of the Bloomberg Barclays U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index.
Annualised Return 1.95%
Realised Volatility 2.32%
Downside Volatility 1.91%
Max Drawdown -4.56%
Winning months 62.5%
Sharpe Ratio 0.84
Sortino Ratio 1.02
Calmar Ratio 0.43
Viking Ratio 0.5
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.48% -0.21% 0.57% -0.13% 1% 0.54% 0.92% 0.56% 1.04% 4.87%
2023 0.79% -0.4% 1.98% 0.1% -0.65% -0.23% 0.49% 0.17% -0.21% 0.43% 1.02% 1.57% 5.14%
2022 -0.66% 1.06% -0.76% -0.1% 0.53% -1.61% 1.83% -1.53% -2.95% 1.15% 0.52% -0.36% -2.94%
2021 0.47% 0.16% 0.42% 0.87% 0.77% 0.04% 1.31% 0% -0.06% 0.7% 0.1% 0.46% 5.36%
2020 0.37% 0.4% -1.89% 1.42% 0.85% 0.68% 0.76% 1.11% -0.18% -0.2% 0.59% 0.97% 4.95%
2019 0.75% -0.02% 0.85% 0.47% 0.55% 0.63% 0.02% 0.51% -0.18% 0.27% 0.02% 0.9% 4.86%
2018 -0.35% -0.06% 0.6% -0.04% 0.31% 0.21% -0.16% 0.47% -0.21% -0.43% 0.04% 0.2% 0.56%
2017 0.47% 0.04% 0.12% -0.02% -0.02% -0.44% 0.26% 0.28% -0.1% 0.18% -0.12% 0.17% 0.82%
2016 0.29% 0.12% 1.19% -0.18% -0.06% 0.96% -0.08% -0.4% 0.83% 0.02% -0.58% 0.33% 2.45%
2015 1.02% -0.21% -0.35% 0.68% -0.08% -0.14% -0.16% -0.39% -0.06% 0.08% -0.19% 0.04% 0.23%
2014 0.16% 0.29% -0.45% 0.56% 0.73% 0.29% -0.34% -0.08% -1.08% 0.08% -0.16% -1.41% -1.41%
2013 0.14% 0.04% 0.26% -0.52% -0.94% -0.99% 0.7% -0.46% 0.4% 0.23% 0.02% -0.4% -1.53%
2012 0.06% 0.46% 0.06% 0.59%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).