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% | 5.93% | 4.87% | 5.32% | 5.66% | 4.36% | 4.31% |
| Sharpe Ratio | 2.08 | 2.08 | 1.39 | 0.82 | 1.15 | 0.85 | 1.02 | 0.68 |
| Max Drawdown | -1.73% | -1.73% | -4.77% | -10.18% | -11.02% | -19.74% | -11.02% | -19.74% |
| % Time Invested | 100.0% | 100.0% | 83.1% | 100.0% | 85.5% | 100.0% | 78.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.5 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2022-12-28 | Open | Open | 100% | $19.12 | $25.13 | 31.44% | Mark-to-Market |
| 2022-02-24 | 2022-12-28 | Interest | 100% | $1.00 | $1.03 | 2.63% | Interest Income |
| 2020-08-18 | 2022-02-24 | Completed | 100% | $18.14 | $19.59 | 8.00% | 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% | $18.01 | $18.03 | 0.12% | Signal |
| 2020-06-05 | 2020-07-23 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-05-27 | 2020-06-05 | Completed | 100% | $17.23 | $17.82 | 3.43% | Signal |
| 2020-03-13 | 2020-05-27 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-02-27 | 2020-03-13 | Completed | 100% | $17.45 | $16.98 | -2.70% | Stop |
| 2018-12-27 | 2019-02-27 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2016-05-16 | 2018-12-27 | Completed | 100% | $14.55 | $16.52 | 13.50% | Signal |
| 2016-04-22 | 2016-05-16 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-04-19 | 2016-04-22 | Completed | 100% | $14.33 | $14.40 | 0.49% | Signal |
| 2015-08-14 | 2016-04-19 | Interest | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2015-04-17 | 2015-08-14 | Completed | 100% | $15.07 | $14.62 | -3.01% | Signal |
| 2015-02-19 | 2015-04-17 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2015-02-11 | 2015-02-19 | Completed | 100% | $14.91 | $14.96 | 0.34% | Signal |
| 2014-10-09 | 2015-02-11 | Interest | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2014-04-04 | 2014-10-09 | Completed | 100% | $15.11 | $15.02 | -0.57% | Signal |
| 2014-04-02 | 2014-04-04 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
