SJNK
SPDR BLOOMBERG SHORT TERM HIGH YIELD BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SJNK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 6.82% | 7.28% | 5.33% | 4.87% | 5.23% | 5.66% | 4.55% | 4.31% |
| Sharpe Ratio | 2.13 | 2.08 | 1.49 | 0.82 | 1.39 | 0.85 | 1.32 | 0.68 |
| Max Drawdown | -1.73% | -1.73% | -4.77% | -10.18% | -6.93% | -19.74% | -6.93% | -19.74% |
| % Time Invested | 100.0% | 100.0% | 88.1% | 100.0% | 93.0% | 100.0% | 88.1% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.2 | 0.0 | 2.4 | 0.0 | 2.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-12-11 | Open | Open | 33% | $20.94 | $25.13 | 19.99% | Mark-to-Market |
| 2023-03-28 | Open | Open | 34% | $19.33 | $25.13 | 29.98% | Mark-to-Market |
| 2026-04-20 | Open | Interest | 33% | $1.00 | $1.00 | 0.13% | Mark-to-Market |
| 2025-07-18 | 2026-04-20 | Completed | 33% | $24.09 | $25.24 | 4.76% | Signal |
| 2025-04-21 | 2025-07-18 | Interest | 33% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2023-02-06 | 2025-04-21 | Completed | 33% | $19.77 | $22.98 | 16.23% | Signal |
| 2023-01-12 | 2023-12-11 | Interest | 33% | $1.00 | $1.04 | 3.61% | Interest Income |
| 2023-01-12 | 2023-03-28 | Interest | 34% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2023-01-12 | 2023-02-06 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-01-10 | 2023-01-12 | Completed | 33% | $19.58 | $19.67 | 0.48% | Signal |
| 2023-01-10 | 2023-01-12 | Completed | 34% | $19.58 | $19.67 | 0.48% | Signal |
| 2023-01-10 | 2023-01-12 | Completed | 33% | $19.58 | $19.67 | 0.48% | Signal |
| 2022-07-22 | 2023-01-10 | Interest | 33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2022-03-02 | 2023-01-10 | Interest | 34% | $1.00 | $1.03 | 2.72% | Interest Income |
| 2021-12-21 | 2023-01-10 | Interest | 33% | $1.00 | $1.03 | 3.07% | Interest Income |
| 2022-06-13 | 2022-07-22 | Completed | 33% | $18.50 | $19.04 | 2.94% | Signal |
| 2022-05-19 | 2022-06-13 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-03-03 | 2022-05-19 | Completed | 33% | $19.54 | $18.79 | -3.85% | Stop |
| 2020-09-30 | 2022-03-02 | Completed | 34% | $18.12 | $19.74 | 8.97% | Signal |
| 2020-07-20 | 2021-12-21 | Completed | 33% | $17.82 | $20.11 | 12.85% | Signal |
| 2020-10-29 | 2021-03-03 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2020-04-01 | 2020-10-29 | Completed | 33% | $15.79 | $18.20 | 15.30% | Signal |
| 2020-07-27 | 2020-09-30 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-07-23 | 2020-07-27 | Completed | 34% | $18.01 | $18.03 | 0.12% | Signal |
| 2020-06-05 | 2020-07-23 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-06-05 | 2020-07-20 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-05-27 | 2020-06-05 | Completed | 33% | $17.23 | $17.82 | 3.43% | Signal |
| 2020-05-27 | 2020-06-05 | Completed | 34% | $17.23 | $17.82 | 3.43% | Signal |
| 2020-03-10 | 2020-05-27 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-03-10 | 2020-05-27 | Interest | 34% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-05-21 | 2020-03-10 | Completed | 34% | $17.67 | $17.34 | -1.83% | Stop |
| 2019-03-29 | 2020-03-10 | Completed | 33% | $17.57 | $17.34 | -1.30% | Stop |
| 2017-01-24 | 2020-03-10 | Completed | 33% | $15.96 | $17.34 | 8.65% | Stop |
| 2019-01-17 | 2019-05-21 | Interest | 34% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2018-12-03 | 2019-03-29 | Interest | 33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2018-08-08 | 2019-01-17 | Completed | 34% | $17.16 | $17.07 | -0.50% | Signal |
| 2018-06-21 | 2018-12-03 | Completed | 33% | $17.01 | $17.02 | 0.02% | Signal |
| 2018-04-24 | 2018-08-08 | Interest | 34% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2018-04-20 | 2018-06-21 | Interest | 33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2016-07-19 | 2018-04-24 | Completed | 34% | $15.13 | $16.82 | 11.20% | Signal |
| 2018-04-18 | 2018-04-20 | Completed | 33% | $16.89 | $16.83 | -0.40% | Signal |
| 2018-02-12 | 2018-04-18 | Interest | 33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2016-05-16 | 2018-02-12 | Completed | 33% | $14.55 | $16.55 | 13.69% | 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% | $15.84 | $15.82 | -0.13% | Signal |
| 2016-06-13 | 2016-12-27 | Interest | 33% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2016-06-13 | 2016-07-19 | Interest | 34% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-06-09 | 2016-06-13 | Completed | 34% | $14.89 | $14.80 | -0.56% | Signal |
| 2016-06-09 | 2016-06-13 | Completed | 33% | $14.89 | $14.80 | -0.56% | Signal |
| 2016-04-22 | 2016-06-09 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-04-22 | 2016-06-09 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-04-22 | 2016-05-16 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-04-19 | 2016-04-22 | Completed | 33% | $14.33 | $14.40 | 0.49% | Signal |
| 2016-04-19 | 2016-04-22 | Completed | 34% | $14.33 | $14.40 | 0.49% | Signal |
| 2016-04-19 | 2016-04-22 | Completed | 33% | $14.33 | $14.40 | 0.49% | Signal |
| 2015-08-04 | 2016-04-19 | Interest | 33% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2015-05-07 | 2016-04-19 | Interest | 33% | $1.00 | $1.02 | 2.01% | Interest Income |
| 2015-02-19 | 2016-04-19 | Interest | 34% | $1.00 | $1.02 | 2.45% | Interest Income |
| 2015-04-22 | 2015-08-04 | Completed | 33% | $15.13 | $14.82 | -2.06% | Signal |
| 2014-04-04 | 2015-05-07 | Completed | 33% | $15.11 | $15.09 | -0.12% | Signal |
| 2015-02-19 | 2015-04-22 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2015-02-11 | 2015-02-19 | Completed | 33% | $14.91 | $14.96 | 0.34% | Signal |
| 2015-02-11 | 2015-02-19 | Completed | 34% | $14.91 | $14.96 | 0.34% | Signal |
| 2014-10-22 | 2015-02-11 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2014-08-22 | 2015-02-11 | Interest | 33% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2014-04-04 | 2014-10-22 | Completed | 34% | $15.11 | $15.06 | -0.34% | Signal |
| 2014-04-04 | 2014-08-22 | Completed | 33% | $15.11 | $15.20 | 0.63% | Signal |
| 2014-04-02 | 2014-04-04 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-04-02 | 2014-04-04 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-04-02 | 2014-04-04 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
