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 | 30.63% | 30.63% | 2.35% | 5.07% | 9.95% | 11.99% | 7.48% | 9.94% |
| Sharpe Ratio | 2.03 | 2.03 | 0.21 | 0.39 | 0.79 | 0.79 | 0.64 | 0.72 |
| Max Drawdown | -7.52% | -7.52% | -31.81% | -28.41% | -33.19% | -32.06% | -33.19% | -32.06% |
| % Time Invested | 100.0% | 100.0% | 65.0% | 100.0% | 75.1% | 100.0% | 76.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-03-12 | Open | Open | 100% | $69.71 | $99.75 | 43.10% | Mark-to-Market |
| 2023-01-20 | 2024-03-12 | Interest | 100% | $1.00 | $1.05 | 4.56% | Interest Income |
| 2023-01-18 | 2023-01-20 | Completed | 100% | $63.87 | $62.73 | -1.78% | Signal |
| 2022-07-26 | 2023-01-18 | Interest | 100% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2022-06-02 | 2022-07-26 | Completed | 100% | $63.35 | $61.44 | -3.01% | Signal |
| 2022-05-10 | 2022-06-02 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-02-15 | 2022-05-10 | Completed | 100% | $70.92 | $61.95 | -12.64% | Stop |
| 2022-01-24 | 2022-02-15 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-04-03 | 2022-01-24 | Completed | 100% | $40.06 | $68.87 | 71.93% | Stop |
| 2020-03-12 | 2020-04-03 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2017-01-06 | 2020-03-12 | Completed | 100% | $35.44 | $41.59 | 17.35% | Stop |
| 2016-07-19 | 2017-01-06 | Interest | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2016-07-15 | 2016-07-19 | Completed | 100% | $33.77 | $33.61 | -0.49% | Signal |
| 2016-01-26 | 2016-07-15 | Interest | 100% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2015-09-17 | 2016-01-26 | Completed | 100% | $32.19 | $29.73 | -7.64% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-12-13 | 2015-08-25 | Completed | 100% | $24.28 | $31.29 | 28.89% | Stop |
| 2012-05-01 | 2012-12-13 | Interest | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2011-08-30 | 2012-05-01 | Completed | 100% | $21.54 | $23.14 | 7.44% | Signal |
| 2011-08-08 | 2011-08-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-04-08 | 2011-08-08 | Completed | 100% | $23.96 | $21.11 | -11.89% | Stop |
| 2011-04-06 | 2011-04-08 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
