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% |