Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/25/2025.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
SNGVX (SIT U S GOVERNMENT SECURITIES FUND INC SIT U S GOVERNMENT SECURITIES FUND INC) | 1.87% | 5.46% | 1.53% | 0.38% | 1.31% | 1.45% | 2.38% | 4.48% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
SNGVX (SIT U S GOVERNMENT SECURITIES FUND INC SIT U S GOVERNMENT SECURITIES FUND INC) | 07/30/1987 | 04/25/2025 |
The return data shown below all have the same latest date: 04/25/2025.
AR inception is since 07/30/1987.
AR inception is since 07/30/1987.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.58 | 5.46 | 1.53 | 0.38 | 1.31 | 1.45 | 2.38 | 4.48 | 1.87 | 2.06 | 3.23 | -4.49 | -0.96 | 3.63 | 3.34 | 1.80 | 1.31 | 0.71 | 1.55 | 2.21 | -2.49 | 1.75 | 2.69 | 4.78 | 7.74 | 5.08 | 6.77 | 4.13 | 2.46 | 3.33 | 1.36 | 5.66 | 8.61 | 9.13 | 1.37 | 6.53 | 8.19 | 4.99 | 11.50 | 1.76 | 6.84 | 3.97 | 11.15 | 10.98 | 11.05 | 7.86 | 4.68 |
Sharpe Ratio | NA | -0.23 | -0.65 | -0.65 | -0.13 | NA | NA | 0.76 | 0.69 | -1.21 | -0.20 | -1.76 | -0.62 | 1.22 | 0.92 | 0.33 | 0.48 | 0.31 | 0.96 | 1.67 | -1.37 | 1.06 | 1.41 | 2.18 | 3.51 | 1.19 | 1.36 | 0.38 | 0.13 | 1.04 | 0.29 | 1.88 | 1.96 | 1.93 | -0.78 | 1.38 | 1.72 | 0.52 | 2.60 | -0.43 | 2.02 | 0.44 | 1.96 | 1.22 | 1.39 | 0.76 | 0.88 |
Standard Deviation(%) | NA | 3.98 | 4.34 | 3.51 | 2.85 | NA | NA | 2.93 | 4.60 | 3.73 | 5.12 | 3.35 | 1.58 | 2.77 | 2.11 | 1.49 | 1.44 | 1.62 | 1.58 | 1.32 | 1.83 | 1.60 | 1.88 | 2.16 | 2.18 | 3.47 | 2.80 | 2.28 | 2.13 | 2.30 | 2.31 | 2.43 | 3.25 | 2.61 | 2.38 | 2.32 | 2.71 | 2.88 | 2.95 | 2.81 | 2.35 | 3.56 | 3.75 | 4.65 | 3.83 | 4.17 | 8.21 |
Draw Down(%) | NA | 3.49 | 6.39 | 8.88 | 8.88 | NA | NA | 8.88 | 2.11 | 2.82 | 5.27 | 5.74 | 1.88 | 3.42 | 1.17 | 0.84 | 0.60 | 1.81 | 0.63 | 0.63 | 2.82 | 0.70 | 1.32 | 1.03 | 0.64 | 1.86 | 1.39 | 0.76 | 1.54 | 1.75 | 2.15 | 1.20 | 1.83 | 0.69 | 1.32 | 0.66 | 1.39 | 1.03 | 1.05 | 1.90 | 0.56 | 2.11 | 1.64 | 2.68 | 1.66 | 2.05 | 5.70 |
Yield(%) | 0.00 | 2.52 | 2.70 | 1.97 | 1.92 | 1.87 | 2.55 | 4.53 | 0.00 | 3.40 | 3.23 | 1.91 | 0.92 | 1.53 | 2.20 | 2.04 | 1.57 | 1.62 | 1.98 | 1.83 | 0.51 | 0.94 | 2.84 | 2.74 | 4.62 | 4.60 | 4.69 | 4.48 | 3.82 | 3.38 | 2.54 | 4.53 | 5.90 | 6.27 | 5.28 | 6.35 | 6.12 | 6.22 | 6.94 | 6.04 | 6.39 | 6.54 | 7.59 | 7.65 | 8.47 | 8.26 | 4.77 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SNGVX (SIT U S GOVERNMENT SECURITIES FUND INC SIT U S GOVERNMENT SECURITIES FUND INC) |
-2.52%
Oct 2020 - Oct 2023 |
0.09%
Oct 2018 - Oct 2023 |
0.54%
Oct 2012 - Oct 2022 |
1.34%
Jan 2010 - Jan 2025 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SNGVX (SIT U S GOVERNMENT SECURITIES FUND INC SIT U S GOVERNMENT SECURITIES FUND INC) |
11.06%
Dec 1988 - Dec 1991 |
10.47%
Sep 1987 - Sep 1992 |
8.22%
Sep 1987 - Sep 1997 |
7.63%
Sep 1987 - Sep 2002 |
Annualized Rolling Returns Comparison Chart