JNK
SPDR(R) BLOOMBERG HIGH YIELD BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
JNK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 7.53% | 8.20% | 3.46% | 3.66% | 4.52% | 5.06% | 3.80% | 5.52% |
| Sharpe Ratio | 1.97 | 1.98 | 0.90 | 0.48 | 1.00 | 0.60 | 0.76 | 0.65 |
| Max Drawdown | -2.51% | -2.51% | -7.24% | -16.67% | -8.25% | -22.89% | -14.16% | -22.89% |
| % Time Invested | 100.0% | 100.0% | 86.3% | 100.0% | 89.3% | 100.0% | 86.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 2.6 | 0.0 | 3.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-16 | Open | Open | 33% | $91.70 | $96.50 | 5.24% | Mark-to-Market |
| 2024-02-08 | Open | Open | 33% | $81.90 | $96.50 | 17.83% | Mark-to-Market |
| 2023-04-18 | Open | Open | 34% | $75.63 | $96.50 | 27.60% | Mark-to-Market |
| 2025-03-24 | 2025-07-16 | Interest | 33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2023-12-27 | 2025-03-24 | Completed | 33% | $81.98 | $89.32 | 8.95% | Signal |
| 2022-06-14 | 2024-02-08 | Interest | 33% | $1.00 | $1.06 | 6.32% | Interest Income |
| 2023-10-26 | 2023-12-27 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-06-16 | 2023-10-26 | Completed | 33% | $76.35 | $74.86 | -1.96% | Signal |
| 2023-05-24 | 2023-06-16 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2023-01-27 | 2023-05-24 | Completed | 33% | $75.31 | $74.74 | -0.76% | Signal |
| 2022-02-24 | 2023-04-18 | Interest | 34% | $1.00 | $1.04 | 3.72% | Interest Income |
| 2021-12-14 | 2023-01-27 | Interest | 33% | $1.00 | $1.03 | 3.26% | Interest Income |
| 2022-04-06 | 2022-06-14 | Completed | 33% | $77.77 | $70.51 | -9.34% | Stop |
| 2022-03-15 | 2022-04-06 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-02-26 | 2022-03-15 | Completed | 33% | $79.50 | $76.49 | -3.79% | Stop |
| 2020-09-29 | 2022-02-24 | Completed | 34% | $74.53 | $77.96 | 4.61% | Signal |
| 2020-07-16 | 2021-12-14 | Completed | 33% | $73.44 | $81.94 | 11.57% | Signal |
| 2021-02-01 | 2021-02-26 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-04-01 | 2021-02-01 | Completed | 33% | $64.98 | $79.37 | 22.16% | Signal |
| 2020-07-27 | 2020-09-29 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-07-23 | 2020-07-27 | Completed | 34% | $74.72 | $74.87 | 0.20% | Signal |
| 2020-06-05 | 2020-07-23 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-06-05 | 2020-07-16 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-06-03 | 2020-06-05 | Completed | 33% | $73.42 | $74.19 | 1.06% | Signal |
| 2020-06-03 | 2020-06-05 | Completed | 34% | $73.42 | $74.19 | 1.06% | Signal |
| 2020-04-09 | 2020-06-03 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-03-10 | 2020-06-03 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-04-01 | 2020-04-09 | Completed | 34% | $64.98 | $70.47 | 8.46% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-07-09 | 2020-03-10 | Completed | 33% | $72.92 | $71.28 | -2.26% | Stop |
| 2019-05-03 | 2020-03-10 | Completed | 34% | $72.13 | $71.28 | -1.18% | Stop |
| 2019-03-21 | 2020-03-10 | Completed | 33% | $70.96 | $71.28 | 0.45% | Stop |
| 2019-06-14 | 2019-07-09 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-06-12 | 2019-06-14 | Completed | 33% | $72.30 | $72.25 | -0.07% | Signal |
| 2019-04-09 | 2019-06-12 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-04-09 | 2019-05-03 | Interest | 34% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-04-04 | 2019-04-09 | Completed | 34% | $71.43 | $71.61 | 0.25% | Signal |
| 2019-04-04 | 2019-04-09 | Completed | 33% | $71.43 | $71.61 | 0.25% | Signal |
| 2018-11-12 | 2019-04-04 | Interest | 34% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2018-10-29 | 2019-04-04 | Interest | 33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2018-11-28 | 2019-03-21 | Interest | 33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2018-09-04 | 2018-11-28 | Completed | 33% | $68.94 | $67.17 | -2.58% | Signal |
| 2018-11-08 | 2018-11-12 | Completed | 34% | $68.72 | $68.25 | -0.68% | Signal |
| 2018-08-10 | 2018-11-08 | Interest | 34% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2017-01-24 | 2018-10-29 | Completed | 33% | $64.57 | $68.08 | 5.43% | Signal |
| 2018-08-10 | 2018-09-04 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-08-08 | 2018-08-10 | Completed | 33% | $68.83 | $68.64 | -0.28% | Signal |
| 2018-08-08 | 2018-08-10 | Completed | 34% | $68.83 | $68.64 | -0.28% | Signal |
| 2018-03-28 | 2018-08-08 | Interest | 34% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2018-01-31 | 2018-08-08 | Interest | 33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2016-07-19 | 2018-03-28 | Completed | 34% | $61.70 | $67.03 | 8.64% | Signal |
| 2016-05-09 | 2018-01-31 | Completed | 33% | $58.50 | $68.18 | 16.54% | Signal |
| 2016-12-29 | 2017-01-24 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-12-27 | 2016-12-29 | Completed | 33% | $64.03 | $63.94 | -0.13% | Signal |
| 2015-07-29 | 2016-12-27 | Interest | 33% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2015-08-17 | 2016-07-19 | Interest | 34% | $1.00 | $1.02 | 1.80% | Interest Income |
| 2015-07-29 | 2016-05-09 | Interest | 33% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2015-07-23 | 2015-08-17 | Completed | 34% | $60.14 | $59.36 | -1.30% | Signal |
| 2015-04-13 | 2015-07-29 | Completed | 33% | $61.81 | $60.05 | -2.85% | Signal |
| 2015-01-08 | 2015-07-29 | Completed | 33% | $59.77 | $60.05 | 0.46% | Signal |
| 2014-12-11 | 2015-07-23 | Interest | 34% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2014-10-01 | 2015-04-13 | Interest | 33% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2014-12-15 | 2015-01-08 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2013-07-18 | 2014-12-15 | Completed | 33% | $57.43 | $58.09 | 1.14% | Stop |
| 2013-12-27 | 2014-12-11 | Completed | 34% | $59.17 | $59.01 | -0.27% | Signal |
| 2013-11-14 | 2014-10-01 | Completed | 33% | $58.42 | $61.05 | 4.50% | Signal |
| 2013-10-22 | 2013-12-27 | Interest | 34% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2013-08-06 | 2013-11-14 | Interest | 33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2013-07-18 | 2013-10-22 | Completed | 34% | $57.43 | $58.44 | 1.75% | Signal |
| 2013-07-18 | 2013-08-06 | Completed | 33% | $57.43 | $56.77 | -1.15% | Signal |
| 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 |
| 2012-03-13 | 2013-06-25 | Completed | 34% | $51.75 | $54.92 | 6.11% | Stop |
| 2012-01-10 | 2013-06-25 | Completed | 33% | $49.91 | $54.92 | 10.02% | Stop |
| 2011-12-19 | 2013-06-25 | Completed | 33% | $48.52 | $54.92 | 13.19% | Stop |
| 2012-01-31 | 2012-03-13 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2012-01-27 | 2012-01-31 | Completed | 34% | $51.06 | $51.08 | 0.03% | Signal |
| 2011-12-09 | 2012-01-27 | Interest | 34% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2011-12-09 | 2012-01-10 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2011-11-25 | 2011-12-19 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-12-07 | 2011-12-09 | Completed | 33% | $48.63 | $48.48 | -0.31% | Signal |
| 2011-12-07 | 2011-12-09 | Completed | 34% | $48.63 | $48.48 | -0.31% | Signal |
| 2011-10-05 | 2011-12-07 | Interest | 34% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2011-08-08 | 2011-12-07 | Interest | 33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2011-10-27 | 2011-11-25 | Completed | 33% | $49.63 | $46.08 | -7.16% | Stop |
| 2011-10-05 | 2011-10-27 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-30 | 2011-10-05 | Completed | 34% | $47.51 | $44.37 | -6.61% | Stop |
| 2011-08-30 | 2011-10-05 | Completed | 33% | $47.51 | $44.37 | -6.61% | Stop |
| 2011-08-08 | 2011-08-30 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-08-30 | 2011-08-08 | Completed | 33% | $43.91 | $45.96 | 4.67% | Stop |
| 2010-06-01 | 2011-08-08 | Completed | 34% | $41.45 | $45.96 | 10.88% | Stop |
| 2010-06-01 | 2011-08-08 | Completed | 33% | $41.45 | $45.96 | 10.88% | Stop |
| 2010-08-02 | 2010-08-30 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-06-01 | 2010-08-02 | Completed | 33% | $41.45 | $44.24 | 6.75% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-16 | 2010-05-07 | Completed | 33% | $42.81 | $41.32 | -3.50% | Stop |
| 2010-03-16 | 2010-05-07 | Completed | 34% | $42.81 | $41.32 | -3.50% | Stop |
| 2010-03-16 | 2010-05-07 | Completed | 33% | $42.81 | $41.32 | -3.50% | Stop |
| 2010-02-22 | 2010-03-16 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-02-22 | 2010-03-16 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-02-22 | 2010-03-16 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-01-11 | 2010-02-22 | Completed | 33% | $42.71 | $41.72 | -2.32% | Stop |
| 2009-11-27 | 2010-02-22 | Completed | 33% | $39.60 | $41.72 | 5.34% | Stop |
| 2009-11-27 | 2010-02-22 | Completed | 34% | $39.60 | $41.72 | 5.34% | Stop |
| 2009-12-16 | 2010-01-11 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-12-14 | 2009-12-16 | Completed | 33% | $40.85 | $41.12 | 0.67% | Signal |
| 2009-11-24 | 2009-12-14 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2009-11-24 | 2009-11-27 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-11-24 | 2009-11-27 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
