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 | 7.28% | 7.28% | 4.18% | 4.87% | 4.55% | 5.66% | 3.99% | 4.31% |
| Sharpe Ratio | 2.08 | 2.08 | 0.93 | 0.82 | 0.87 | 0.85 | 0.82 | 0.68 |
| Max Drawdown | -1.73% | -1.73% | -10.18% | -10.18% | -11.02% | -19.74% | -11.02% | -19.74% |
| % Time Invested | 100.0% | 100.0% | 73.4% | 100.0% | 75.1% | 100.0% | 71.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 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 |
|---|---|---|---|---|---|---|---|
| 2023-12-15 | Open | Open | 100% | $21.28 | $25.13 | 18.09% | Mark-to-Market |
| 2023-01-12 | 2023-12-15 | Interest | 100% | $1.00 | $1.04 | 3.67% | Interest Income |
| 2023-01-10 | 2023-01-12 | Completed | 100% | $19.58 | $19.67 | 0.48% | Signal |
| 2022-08-16 | 2023-01-10 | Interest | 100% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2021-03-05 | 2022-08-16 | Completed | 100% | $19.54 | $19.48 | -0.34% | Signal |
| 2020-10-16 | 2021-03-05 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-04-06 | 2020-10-16 | Completed | 100% | $15.76 | $18.40 | 16.75% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2017-01-24 | 2020-03-13 | Completed | 100% | $15.96 | $16.98 | 6.34% | Stop |
| 2016-12-29 | 2017-01-24 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-12-27 | 2016-12-29 | Completed | 100% | $15.84 | $15.82 | -0.13% | Signal |
| 2016-06-13 | 2016-12-27 | Interest | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2016-06-09 | 2016-06-13 | Completed | 100% | $14.89 | $14.80 | -0.56% | Signal |
| 2016-04-22 | 2016-06-09 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-04-19 | 2016-04-22 | Completed | 100% | $14.33 | $14.40 | 0.49% | Signal |
| 2015-05-06 | 2016-04-19 | Interest | 100% | $1.00 | $1.02 | 2.02% | Interest Income |
| 2014-04-04 | 2015-05-06 | Completed | 100% | $15.11 | $15.14 | 0.19% | Signal |
| 2014-04-02 | 2014-04-04 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
