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 | 8.20% | 8.20% | 1.93% | 3.66% | 2.57% | 5.06% | 3.84% | 5.52% |
| Sharpe Ratio | 1.98 | 1.98 | 0.39 | 0.48 | 0.41 | 0.60 | 0.56 | 0.65 |
| Max Drawdown | -2.51% | -2.51% | -15.34% | -16.67% | -15.34% | -22.89% | -15.34% | -22.89% |
| % Time Invested | 100.0% | 100.0% | 66.5% | 100.0% | 69.3% | 100.0% | 76.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-02-16 | Open | Open | 100% | $81.62 | $96.50 | 18.23% | Mark-to-Market |
| 2022-06-14 | 2024-02-16 | Interest | 100% | $1.00 | $1.06 | 6.43% | Interest Income |
| 2020-04-08 | 2022-06-14 | Completed | 100% | $65.64 | $70.51 | 7.41% | Stop |
| 2020-03-17 | 2020-04-08 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-07-09 | 2020-03-17 | Completed | 100% | $72.92 | $65.21 | -10.57% | Stop |
| 2019-06-14 | 2019-07-09 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-06-12 | 2019-06-14 | Completed | 100% | $72.30 | $72.25 | -0.07% | Signal |
| 2019-04-09 | 2019-06-12 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-04-04 | 2019-04-09 | Completed | 100% | $71.43 | $71.61 | 0.25% | Signal |
| 2018-11-19 | 2019-04-04 | Interest | 100% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2017-01-25 | 2018-11-19 | Completed | 100% | $64.82 | $67.09 | 3.50% | Signal |
| 2016-12-29 | 2017-01-25 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2016-12-27 | 2016-12-29 | Completed | 100% | $64.03 | $63.94 | -0.13% | Signal |
| 2015-08-11 | 2016-12-27 | Interest | 100% | $1.00 | $1.03 | 2.67% | Interest Income |
| 2010-01-15 | 2015-08-11 | Completed | 100% | $42.51 | $59.70 | 40.44% | Signal |
| 2009-12-16 | 2010-01-15 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2009-12-14 | 2009-12-16 | Completed | 100% | $40.85 | $41.12 | 0.67% | Signal |
| 2009-11-24 | 2009-12-14 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
Return Distribution Analysis
