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 | 29.31% | 30.63% | 6.44% | 5.07% | 10.53% | 11.99% | 7.88% | 9.94% |
| Sharpe Ratio | 1.98 | 2.03 | 0.63 | 0.39 | 0.89 | 0.79 | 0.74 | 0.72 |
| Max Drawdown | -7.52% | -7.52% | -13.38% | -28.41% | -21.84% | -32.06% | -21.84% | -32.06% |
| % Time Invested | 93.7% | 100.0% | 74.5% | 100.0% | 81.5% | 100.0% | 78.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-06-02 | Open | Open | 100% | $78.27 | $99.75 | 27.44% | Mark-to-Market |
| 2025-05-08 | 2025-06-02 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-12-21 | 2025-05-08 | Completed | 100% | $68.59 | $77.27 | 12.65% | Signal |
| 2023-11-06 | 2023-12-21 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2023-02-13 | 2023-11-06 | Completed | 100% | $64.06 | $63.65 | -0.65% | Signal |
| 2023-01-20 | 2023-02-13 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-01-18 | 2023-01-20 | Completed | 100% | $63.87 | $62.73 | -1.78% | Signal |
| 2022-01-10 | 2023-01-18 | Interest | 100% | $1.00 | $1.03 | 3.05% | Interest Income |
| 2020-06-11 | 2022-01-10 | Completed | 100% | $51.98 | $72.96 | 40.36% | Signal |
| 2020-04-07 | 2020-06-11 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-04-03 | 2020-04-07 | Completed | 100% | $40.06 | $43.19 | 7.82% | Signal |
| 2020-03-12 | 2020-04-03 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-03-14 | 2020-03-12 | Completed | 100% | $44.53 | $41.59 | -6.61% | Stop |
| 2018-11-09 | 2019-03-14 | Interest | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2016-05-03 | 2018-11-09 | Completed | 100% | $32.14 | $41.95 | 30.52% | Signal |
| 2015-08-25 | 2016-05-03 | Interest | 100% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2015-03-06 | 2015-08-25 | Completed | 100% | $32.53 | $31.29 | -3.79% | Stop |
| 2015-02-11 | 2015-03-06 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-01-06 | 2015-02-11 | Completed | 100% | $31.58 | $32.17 | 1.87% | Signal |
| 2014-12-11 | 2015-01-06 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-08-16 | 2014-12-11 | Completed | 100% | $23.16 | $31.83 | 37.44% | Signal |
| 2012-07-16 | 2012-08-16 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-02-22 | 2012-07-16 | Completed | 100% | $23.37 | $22.30 | -4.58% | Signal |
| 2012-01-30 | 2012-02-22 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2012-01-26 | 2012-01-30 | Completed | 100% | $22.83 | $22.57 | -1.13% | Signal |
| 2011-08-08 | 2012-01-26 | Interest | 100% | $1.00 | $1.01 | 0.96% | 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
