CWB
SPDR(R) BLOOMBERG CONVERTIBLE SECURITIES ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
CWB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.08% | 30.63% | 1.08% | 5.07% | 10.33% | 11.99% | 7.62% | 9.94% |
| Sharpe Ratio | 0.90 | 2.03 | 0.13 | 0.39 | 0.99 | 0.79 | 0.81 | 0.72 |
| Max Drawdown | -8.11% | -7.52% | -16.09% | -28.41% | -16.88% | -32.06% | -16.88% | -32.06% |
| % Time Invested | 86.5% | 100.0% | 74.1% | 100.0% | 82.9% | 100.0% | 83.9% | 100.0% |
| Trades / Year | 6.0 | 0.0 | 6.0 | 0.0 | 5.3 | 0.0 | 5.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-23 | Open | Open | 33% | $100.97 | $99.75 | -1.21% | Mark-to-Market |
| 2026-04-23 | Open | Open | 34% | $100.97 | $99.75 | -1.21% | Mark-to-Market |
| 2026-04-23 | Open | Open | 33% | $100.97 | $99.75 | -1.21% | Mark-to-Market |
| 2026-03-31 | 2026-04-23 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-03-31 | 2026-04-23 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-03-31 | 2026-04-23 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-12-16 | 2026-03-31 | Completed | 33% | $88.52 | $90.00 | 1.68% | Stop |
| 2025-12-16 | 2026-03-31 | Completed | 34% | $88.52 | $90.00 | 1.68% | Stop |
| 2025-12-16 | 2026-03-31 | Completed | 33% | $88.52 | $90.00 | 1.68% | Stop |
| 2025-11-21 | 2025-12-16 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-11-21 | 2025-12-16 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-11-21 | 2025-12-16 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-07-14 | 2025-11-21 | Completed | 33% | $82.56 | $86.01 | 4.17% | Stop |
| 2025-05-01 | 2025-11-21 | Completed | 34% | $76.47 | $86.01 | 12.47% | Stop |
| 2025-05-01 | 2025-11-21 | Completed | 33% | $76.47 | $86.01 | 12.47% | Stop |
| 2025-04-07 | 2025-07-14 | Interest | 33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-02 | 2025-04-08 | Completed | 34% | $74.85 | $72.47 | -3.18% | Stop |
| 2025-04-02 | 2025-04-08 | Completed | 33% | $74.85 | $72.47 | -3.18% | Stop |
| 2025-04-02 | 2025-04-07 | Completed | 33% | $74.85 | $70.44 | -5.90% | Signal |
| 2025-03-11 | 2025-04-02 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-11 | 2025-04-02 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-11 | 2025-04-02 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-02 | 2025-03-11 | Completed | 33% | $70.20 | $74.61 | 6.28% | Stop |
| 2024-02-29 | 2025-03-11 | Completed | 33% | $68.80 | $74.61 | 8.44% | Stop |
| 2023-10-27 | 2025-03-11 | Completed | 34% | $62.16 | $74.61 | 20.03% | Stop |
| 2024-06-18 | 2024-08-02 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2024-01-29 | 2024-06-18 | Completed | 33% | $68.40 | $69.21 | 1.18% | Signal |
| 2023-01-20 | 2024-02-29 | Interest | 33% | $1.00 | $1.04 | 4.43% | Interest Income |
| 2023-11-01 | 2024-01-29 | Interest | 33% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2023-10-27 | 2023-11-01 | Completed | 33% | $62.16 | $61.91 | -0.40% | Signal |
| 2023-10-05 | 2023-10-27 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-10-05 | 2023-10-27 | Interest | 34% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-06-27 | 2023-10-05 | Completed | 33% | $65.19 | $63.54 | -2.53% | Stop |
| 2023-05-15 | 2023-10-05 | Completed | 34% | $62.79 | $63.54 | 1.19% | Stop |
| 2023-05-24 | 2023-06-27 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-02-15 | 2023-05-24 | Completed | 33% | $64.44 | $62.81 | -2.52% | Signal |
| 2023-01-20 | 2023-05-15 | Interest | 34% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2023-01-20 | 2023-02-15 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-01-18 | 2023-01-20 | Completed | 33% | $63.87 | $62.73 | -1.78% | Signal |
| 2023-01-18 | 2023-01-20 | Completed | 34% | $63.87 | $62.73 | -1.78% | Signal |
| 2023-01-18 | 2023-01-20 | Completed | 33% | $63.87 | $62.73 | -1.78% | Signal |
| 2022-07-12 | 2023-01-18 | Interest | 33% | $1.00 | $1.02 | 1.80% | Interest Income |
| 2022-01-21 | 2023-01-18 | Interest | 34% | $1.00 | $1.03 | 3.00% | Interest Income |
| 2021-12-02 | 2023-01-18 | Interest | 33% | $1.00 | $1.03 | 3.21% | Interest Income |
| 2022-07-08 | 2022-07-12 | Completed | 33% | $60.67 | $60.40 | -0.46% | Signal |
| 2022-06-14 | 2022-07-08 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2022-05-17 | 2022-06-14 | Completed | 33% | $62.05 | $59.54 | -4.04% | Stop |
| 2022-04-25 | 2022-05-17 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-21 | 2022-04-25 | Completed | 33% | $70.24 | $66.38 | -5.48% | Stop |
| 2022-02-25 | 2022-03-21 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-02-14 | 2022-02-25 | Completed | 33% | $70.63 | $69.23 | -1.98% | Stop |
| 2022-01-21 | 2022-02-14 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-12-27 | 2022-01-21 | Completed | 34% | $76.53 | $70.62 | -7.72% | Stop |
| 2021-12-27 | 2022-01-21 | Completed | 33% | $76.53 | $70.62 | -7.72% | Stop |
| 2021-12-02 | 2021-12-27 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-12-02 | 2021-12-27 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-08-23 | 2021-12-02 | Completed | 33% | $77.27 | $75.27 | -2.60% | Stop |
| 2021-06-04 | 2021-12-02 | Completed | 34% | $75.92 | $75.27 | -0.86% | Stop |
| 2021-06-04 | 2021-12-02 | Completed | 33% | $75.92 | $75.27 | -0.86% | Stop |
| 2021-06-09 | 2021-08-23 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2021-06-04 | 2021-06-09 | Completed | 33% | $75.92 | $76.75 | 1.10% | Signal |
| 2021-05-12 | 2021-06-04 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-05-12 | 2021-06-04 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-05-12 | 2021-06-04 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-03-18 | 2021-05-12 | Completed | 33% | $77.17 | $74.06 | -4.04% | Stop |
| 2021-03-18 | 2021-05-12 | Completed | 34% | $77.17 | $74.06 | -4.04% | Stop |
| 2021-03-18 | 2021-05-12 | Completed | 33% | $77.17 | $74.06 | -4.04% | Stop |
| 2021-02-24 | 2021-03-18 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-02-24 | 2021-03-18 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-02-24 | 2021-03-18 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-09-30 | 2021-02-24 | Completed | 33% | $61.04 | $79.92 | 30.93% | Stop |
| 2020-09-30 | 2021-02-24 | Completed | 34% | $61.04 | $79.92 | 30.93% | Stop |
| 2020-09-30 | 2021-02-24 | Completed | 33% | $61.04 | $79.92 | 30.93% | Stop |
| 2020-09-08 | 2020-09-30 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-09-08 | 2020-09-30 | Interest | 34% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-09-08 | 2020-09-30 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-06-25 | 2020-09-08 | Completed | 33% | $52.12 | $59.00 | 13.22% | Stop |
| 2020-03-23 | 2020-09-08 | Completed | 34% | $37.34 | $59.00 | 58.01% | Stop |
| 2020-03-23 | 2020-09-08 | Completed | 33% | $37.34 | $59.00 | 58.01% | Stop |
| 2020-04-27 | 2020-06-25 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-03-23 | 2020-04-27 | Completed | 33% | $37.34 | $46.17 | 23.64% | Signal |
| 2020-02-28 | 2020-03-23 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-02-28 | 2020-03-23 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-02-28 | 2020-03-23 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-05-22 | 2020-02-28 | Completed | 34% | $44.22 | $47.70 | 7.88% | Stop |
| 2019-03-19 | 2020-02-28 | Completed | 33% | $44.77 | $47.70 | 6.54% | Stop |
| 2019-01-15 | 2020-02-28 | Completed | 33% | $41.25 | $47.70 | 15.62% | Stop |
| 2018-12-11 | 2019-05-22 | Interest | 34% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2018-10-11 | 2019-03-19 | Interest | 33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-02 | 2018-12-20 | Completed | 33% | $42.03 | $39.60 | -5.77% | Stop |
| 2018-11-02 | 2018-12-11 | Completed | 34% | $42.03 | $41.45 | -1.37% | Signal |
| 2018-10-11 | 2018-11-02 | Interest | 34% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-10-11 | 2018-11-02 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-03-06 | 2018-10-11 | Completed | 33% | $42.27 | $41.11 | -2.73% | Stop |
| 2018-03-06 | 2018-10-11 | Completed | 34% | $42.27 | $41.11 | -2.73% | Stop |
| 2018-03-06 | 2018-10-11 | Completed | 33% | $42.27 | $41.11 | -2.73% | Stop |
| 2018-02-09 | 2018-03-06 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-02-09 | 2018-03-06 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-02-09 | 2018-03-06 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-12-29 | 2018-02-09 | Completed | 33% | $35.21 | $40.21 | 14.20% | Stop |
| 2016-08-10 | 2018-02-09 | Completed | 34% | $34.40 | $40.21 | 16.89% | Stop |
| 2016-05-13 | 2018-02-09 | Completed | 33% | $31.94 | $40.21 | 25.87% | Stop |
| 2016-07-19 | 2016-12-29 | Interest | 33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2016-07-19 | 2016-08-10 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-07-15 | 2016-07-19 | Completed | 34% | $33.77 | $33.61 | -0.49% | Signal |
| 2016-07-15 | 2016-07-19 | Completed | 33% | $33.77 | $33.61 | -0.49% | Signal |
| 2016-01-12 | 2016-07-15 | Interest | 33% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2015-10-08 | 2016-07-15 | Interest | 34% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2015-08-20 | 2016-05-13 | Interest | 33% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2015-09-16 | 2016-01-12 | Completed | 33% | $32.06 | $30.63 | -4.45% | Stop |
| 2015-09-16 | 2015-10-08 | Completed | 34% | $32.06 | $31.80 | -0.80% | Signal |
| 2015-08-24 | 2015-09-16 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-24 | 2015-09-16 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-04-17 | 2015-08-24 | Completed | 34% | $33.15 | $30.88 | -6.84% | Stop |
| 2014-11-04 | 2015-08-24 | Completed | 33% | $32.07 | $30.88 | -3.71% | Stop |
| 2015-03-18 | 2015-08-20 | Completed | 33% | $32.33 | $32.28 | -0.14% | Signal |
| 2015-02-25 | 2015-04-17 | Interest | 34% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2014-11-14 | 2015-03-18 | Interest | 33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2014-11-04 | 2015-02-25 | Completed | 34% | $32.07 | $32.82 | 2.35% | Signal |
| 2014-11-04 | 2014-11-14 | Completed | 33% | $32.07 | $31.95 | -0.36% | Signal |
| 2014-10-13 | 2014-11-04 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-10-13 | 2014-11-04 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-10-13 | 2014-11-04 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-07-18 | 2014-10-13 | Completed | 33% | $27.39 | $30.66 | 11.94% | Stop |
| 2013-07-18 | 2014-10-13 | Completed | 34% | $27.39 | $30.66 | 11.94% | Stop |
| 2013-07-18 | 2014-10-13 | Completed | 33% | $27.39 | $30.66 | 11.94% | Stop |
| 2013-06-25 | 2013-07-18 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2013-06-25 | 2013-07-18 | Interest | 34% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2013-06-25 | 2013-07-18 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2012-12-03 | 2013-06-25 | Completed | 33% | $24.13 | $25.79 | 6.88% | Stop |
| 2012-09-19 | 2013-06-25 | Completed | 33% | $24.07 | $25.79 | 7.17% | Stop |
| 2012-06-27 | 2013-06-25 | Completed | 34% | $22.13 | $25.79 | 16.55% | Stop |
| 2012-04-20 | 2012-12-03 | Interest | 33% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2012-06-29 | 2012-09-19 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2012-06-12 | 2012-06-29 | Completed | 33% | $21.94 | $22.23 | 1.33% | Signal |
| 2012-06-05 | 2012-06-27 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-05-18 | 2012-06-12 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-04-12 | 2012-06-05 | Completed | 34% | $23.07 | $21.60 | -6.38% | Stop |
| 2012-01-26 | 2012-05-18 | Completed | 33% | $22.83 | $22.04 | -3.43% | Stop |
| 2011-12-19 | 2012-04-20 | Completed | 33% | $20.96 | $23.17 | 10.52% | Signal |
| 2012-01-30 | 2012-04-12 | Interest | 34% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2012-01-26 | 2012-01-30 | Completed | 34% | $22.83 | $22.57 | -1.13% | Signal |
| 2011-09-09 | 2012-01-26 | Interest | 34% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2011-07-12 | 2012-01-26 | Interest | 33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2011-11-25 | 2011-12-19 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-10-26 | 2011-11-25 | Completed | 33% | $21.73 | $20.73 | -4.57% | Stop |
| 2011-10-04 | 2011-10-26 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-08-26 | 2011-10-04 | Completed | 33% | $20.92 | $19.98 | -4.49% | Stop |
| 2011-08-26 | 2011-09-09 | Completed | 34% | $20.92 | $21.46 | 2.56% | Signal |
| 2011-08-04 | 2011-08-26 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-04 | 2011-08-26 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-04-08 | 2011-08-04 | Completed | 34% | $23.96 | $22.40 | -6.53% | Stop |
| 2011-04-08 | 2011-08-04 | Completed | 33% | $23.96 | $22.40 | -6.53% | Stop |
| 2011-04-08 | 2011-07-12 | Completed | 33% | $23.96 | $23.53 | -1.83% | Signal |
| 2011-04-06 | 2011-04-08 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-04-06 | 2011-04-08 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-04-06 | 2011-04-08 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
