SPAB
SPDR(R) PORTFOLIO AGGREGATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPAB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.80% | 3.87% | 2.63% | 0.16% | 2.10% | 1.60% | 2.81% | 2.68% |
| Sharpe Ratio | 1.31 | 0.98 | 1.14 | 0.03 | 0.67 | 0.29 | 0.91 | 0.54 |
| Max Drawdown | -1.98% | -2.52% | -3.43% | -17.96% | -8.66% | -18.56% | -8.66% | -18.56% |
| % Time Invested | 100.0% | 100.0% | 70.8% | 100.0% | 75.1% | 100.0% | 83.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.4 | 0.0 | 2.3 | 0.0 | 2.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-11-07 | Open | Open | 33% | $25.40 | $25.52 | 0.45% | Mark-to-Market |
| 2025-09-08 | Open | Open | 34% | $25.29 | $25.52 | 0.92% | Mark-to-Market |
| 2026-03-06 | Open | Interest | 33% | $1.00 | $1.00 | 0.64% | Mark-to-Market |
| 2025-08-21 | 2026-03-06 | Completed | 33% | $24.85 | $25.69 | 3.38% | Signal |
| 2025-10-16 | 2025-11-07 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-10-25 | 2025-10-16 | Completed | 33% | $24.07 | $25.46 | 5.74% | Signal |
| 2025-03-18 | 2025-09-08 | Interest | 34% | $1.00 | $1.02 | 2.03% | Interest Income |
| 2025-07-28 | 2025-08-21 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2025-04-28 | 2025-07-28 | Completed | 33% | $24.43 | $24.63 | 0.84% | Signal |
| 2024-12-23 | 2025-04-28 | Interest | 33% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2024-04-11 | 2025-03-18 | Completed | 34% | $22.94 | $24.31 | 5.95% | Signal |
| 2024-08-05 | 2024-12-23 | Completed | 33% | $24.35 | $23.80 | -2.26% | Signal |
| 2024-08-07 | 2024-10-25 | Interest | 33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 33% | $24.35 | $24.06 | -1.23% | Signal |
| 2024-05-09 | 2024-08-05 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2021-11-05 | 2024-08-05 | Interest | 33% | $1.00 | $1.10 | 9.92% | Interest Income |
| 2024-01-18 | 2024-05-09 | Completed | 33% | $23.25 | $23.07 | -0.78% | Signal |
| 2023-09-14 | 2024-04-11 | Interest | 34% | $1.00 | $1.02 | 2.45% | Interest Income |
| 2023-07-07 | 2024-01-18 | Interest | 33% | $1.00 | $1.02 | 2.26% | Interest Income |
| 2023-06-28 | 2023-09-14 | Completed | 34% | $22.83 | $22.42 | -1.79% | Signal |
| 2023-06-16 | 2023-07-07 | Completed | 33% | $22.77 | $22.46 | -1.38% | Signal |
| 2022-01-24 | 2023-06-28 | Interest | 34% | $1.00 | $1.05 | 4.61% | Interest Income |
| 2023-05-24 | 2023-06-16 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2023-02-13 | 2023-05-24 | Completed | 33% | $22.64 | $22.74 | 0.43% | Signal |
| 2021-11-18 | 2023-02-13 | Interest | 33% | $1.00 | $1.04 | 3.52% | Interest Income |
| 2021-11-18 | 2022-01-24 | Completed | 34% | $25.54 | $25.20 | -1.32% | Signal |
| 2021-08-02 | 2021-11-18 | Completed | 33% | $25.91 | $25.54 | -1.42% | Signal |
| 2021-03-15 | 2021-11-18 | Interest | 34% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2020-04-06 | 2021-11-05 | Completed | 33% | $25.05 | $25.75 | 2.79% | Signal |
| 2020-12-08 | 2021-08-02 | Interest | 33% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2020-04-06 | 2021-03-15 | Completed | 34% | $25.05 | $25.19 | 0.56% | Signal |
| 2020-04-06 | 2020-12-08 | Completed | 33% | $25.05 | $25.95 | 3.58% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-07-31 | 2020-03-13 | Completed | 33% | $23.71 | $23.43 | -1.22% | Stop |
| 2019-03-28 | 2020-03-13 | Completed | 34% | $23.00 | $23.43 | 1.86% | Stop |
| 2019-02-07 | 2020-03-13 | Completed | 33% | $22.57 | $23.43 | 3.79% | Stop |
| 2019-06-05 | 2019-07-31 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-06-03 | 2019-06-05 | Completed | 33% | $23.43 | $23.44 | 0.03% | Signal |
| 2019-04-02 | 2019-06-03 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2019-03-29 | 2019-04-02 | Completed | 33% | $22.97 | $22.90 | -0.30% | Signal |
| 2017-07-03 | 2019-03-29 | Interest | 33% | $1.00 | $1.05 | 4.73% | Interest Income |
| 2018-02-16 | 2019-03-28 | Interest | 34% | $1.00 | $1.03 | 3.19% | Interest Income |
| 2017-12-07 | 2019-02-07 | Interest | 33% | $1.00 | $1.03 | 3.33% | Interest Income |
| 2017-08-24 | 2018-02-16 | Completed | 34% | $22.28 | $21.86 | -1.93% | Signal |
| 2017-05-16 | 2017-12-07 | Completed | 33% | $21.95 | $22.37 | 1.94% | Signal |
| 2017-01-11 | 2017-08-24 | Interest | 34% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2016-06-14 | 2017-07-03 | Completed | 33% | $22.06 | $22.07 | 0.04% | Signal |
| 2016-11-16 | 2017-05-16 | Interest | 33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2016-03-18 | 2017-01-11 | Completed | 34% | $21.61 | $21.67 | 0.29% | Signal |
| 2016-03-07 | 2016-11-16 | Completed | 33% | $21.41 | $21.61 | 0.97% | Signal |
| 2016-03-03 | 2016-06-14 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2015-08-03 | 2016-03-18 | Interest | 34% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2016-01-11 | 2016-03-07 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2014-12-02 | 2016-03-03 | Completed | 33% | $20.90 | $21.43 | 2.54% | Signal |
| 2015-10-29 | 2016-01-11 | Completed | 33% | $21.24 | $21.15 | -0.44% | Signal |
| 2015-06-03 | 2015-10-29 | Interest | 33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2014-04-25 | 2015-08-03 | Completed | 34% | $20.27 | $21.08 | 3.96% | Signal |
| 2013-12-12 | 2015-06-03 | Completed | 33% | $19.82 | $20.92 | 5.55% | Signal |
| 2014-05-12 | 2014-12-02 | Interest | 33% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2014-05-08 | 2014-05-12 | Completed | 33% | $20.40 | $20.36 | -0.19% | Signal |
| 2013-08-27 | 2014-05-08 | Interest | 33% | $1.00 | $1.02 | 1.90% | Interest Income |
| 2013-04-01 | 2014-04-25 | Interest | 34% | $1.00 | $1.03 | 2.74% | Interest Income |
| 2013-01-14 | 2013-12-12 | Interest | 33% | $1.00 | $1.02 | 2.14% | Interest Income |
| 2009-05-22 | 2013-08-27 | Completed | 33% | $16.28 | $19.56 | 20.13% | Signal |
| 2011-08-05 | 2013-04-01 | Completed | 34% | $18.99 | $20.14 | 6.03% | Signal |
| 2011-05-20 | 2013-01-14 | Completed | 33% | $18.54 | $20.17 | 8.82% | Signal |
| 2011-03-29 | 2011-08-05 | Interest | 34% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2011-01-05 | 2011-05-20 | Interest | 33% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2009-05-22 | 2011-03-29 | Completed | 34% | $16.28 | $18.12 | 11.27% | Signal |
| 2010-05-24 | 2011-01-05 | Completed | 33% | $17.63 | $18.00 | 2.14% | Signal |
| 2010-03-19 | 2010-05-24 | Interest | 33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2009-07-21 | 2010-03-19 | Completed | 33% | $16.50 | $17.31 | 4.88% | Signal |
| 2009-05-20 | 2009-07-21 | Interest | 33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2009-05-20 | 2009-05-22 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-05-20 | 2009-05-22 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
