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% | 5.50% | 3.66% | 4.30% | 5.06% | 4.68% | 5.52% |
| Sharpe Ratio | 1.98 | 1.98 | 1.09 | 0.48 | 0.73 | 0.60 | 0.75 | 0.65 |
| Max Drawdown | -2.51% | -2.51% | -5.02% | -16.67% | -14.85% | -22.89% | -14.85% | -22.89% |
| % Time Invested | 100.0% | 100.0% | 81.1% | 100.0% | 81.0% | 100.0% | 78.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2023-01-19 | Open | Open | 100% | $75.33 | $96.50 | 28.11% | Mark-to-Market |
| 2022-02-08 | 2023-01-19 | Interest | 100% | $1.00 | $1.03 | 2.92% | Interest Income |
| 2020-08-18 | 2022-02-08 | Completed | 100% | $75.18 | $79.92 | 6.31% | Signal |
| 2020-07-27 | 2020-08-18 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-23 | 2020-07-27 | Completed | 100% | $74.72 | $74.87 | 0.20% | Signal |
| 2020-06-05 | 2020-07-23 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-06-03 | 2020-06-05 | Completed | 100% | $73.42 | $74.19 | 1.06% | Signal |
| 2020-03-17 | 2020-06-03 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-02-27 | 2020-03-17 | Completed | 100% | $70.42 | $65.21 | -7.39% | Stop |
| 2018-12-14 | 2019-02-27 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2018-07-24 | 2018-12-14 | Completed | 100% | $68.16 | $67.68 | -0.70% | Signal |
| 2018-03-26 | 2018-07-24 | Interest | 100% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2016-05-09 | 2018-03-26 | Completed | 100% | $58.50 | $67.05 | 14.60% | Signal |
| 2015-08-07 | 2016-05-09 | Interest | 100% | $1.00 | $1.02 | 1.53% | Interest Income |
| 2015-04-09 | 2015-08-07 | Completed | 100% | $61.85 | $59.84 | -3.25% | Signal |
| 2014-11-11 | 2015-04-09 | Interest | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2013-10-22 | 2014-11-11 | Completed | 100% | $58.44 | $61.61 | 5.43% | Signal |
| 2013-09-27 | 2013-10-22 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2013-09-20 | 2013-09-27 | Completed | 100% | $57.54 | $57.15 | -0.67% | Signal |
| 2013-08-20 | 2013-09-20 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2012-01-04 | 2013-08-20 | Completed | 100% | $49.84 | $55.94 | 12.25% | Signal |
| 2011-12-09 | 2012-01-04 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2011-12-07 | 2011-12-09 | Completed | 100% | $48.63 | $48.48 | -0.31% | Signal |
| 2011-09-13 | 2011-12-07 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2009-11-27 | 2011-09-13 | Completed | 100% | $39.60 | $47.01 | 18.70% | Signal |
| 2009-11-24 | 2009-11-27 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
