iShares 25+ Year Treasury STRIPS Bond ETF

Ticker

GOVZ

ISIN

US46436E5776

Price

USD 10.70

Change Today

-0.13 / -1.2 %

Price 1 year ago

12.49 / -14.317 %

Morningstar

-

52 Week Low

9.16

52 Week High

12.85

200 Day Moving Average 10.85

10.85

50-day Moving Average

10.68


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio -0.14
Sortino Ratio -0.34
Maximum Drawdown -29.07%
Maximum Drawdown Date 2023-10-19
Calmar Ratio 0.21

1 year

Parameter Value
Treynor Ratio -
Return -1.84
Volatility 22.533%
Alpha -8.21
Beta --
R Squared +80.05

History

Parameter Value
Average Annual Return -17.596%
Average Annual Volatility 24.996%
Sharpe Ratio -0.70
Sortino Ratio -1.36
Maximum Drawdown -59.0%
Maximum Drawdown Date 2023-10-19
Calmar Ratio 0.29

Company information

Summary

The investment seeks to track the investment results of the ICE® BofA® Long US Treasury Principal STRIPS Index composed of the principal payments of U.S. Treasury bonds (specifically principal “STRIPS”, also known as “Separate Trading of Registered Interest and Principal of Securities”) with remaining maturities of at least 25 years. The fund will invest at least 80% of its assets in the component securities of the index, and the fund will invest at least 90% of its assets in U.S. Treasury securities that BFA believes will help the fund track the index.

Market

US

Category

Long Government

Expense Ratio

0.15%

Fund family

iShares

Morningstar
-
Yield
0.0225
Exchange
BTS
Sector Weight
Realestate 0.00%
Consumer cyclical 0.00%
Basic materials 0.00%
Consumer defensive 0.00%
Technology 0.00%
Communication services 0.00%
Financial services 0.00%
Utilities 0.00%
Industrials 0.00%
Energy 0.00%
Healthcare 0.00%
None

Holdings

Symbol Name Allocation
U.S. Treasury Bond Stripped Principal Payment 0% 3.93%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
ANGL VanEck Fallen Angel High Yield Bond ETF IE00BF540Z6 NGM 0.35% 5 +2.41
IBTA.L iShares $ Treasury Bond 1-3yr UCITS ETF DE000A0J207 LSE 0.10% 5 -1.74
IEF iShares 7-10 Year Treasury Bond ETF US4642874402 NGM 0.15% 5 -0.600
PULS PGIM Ultra Short Bond ETF US69344A107 PCX 0.15% 5 +0.17 --
STIP iShares 0-5 Year TIPS Bond ETF US46429B7477 PCX 0.03% 5 -0.32

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.