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 | 3.87% | 3.87% | 3.18% | 0.16% | 2.54% | 1.60% | 2.97% | 2.68% |
| Sharpe Ratio | 0.98 | 0.98 | 1.18 | 0.03 | 0.64 | 0.29 | 0.78 | 0.54 |
| Max Drawdown | -2.52% | -2.52% | -3.20% | -17.96% | -9.41% | -18.56% | -9.41% | -18.56% |
| % Time Invested | 100.0% | 100.0% | 40.9% | 100.0% | 48.4% | 100.0% | 61.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.5 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-11-08 | Open | Open | 100% | $24.04 | $25.52 | 6.15% | Mark-to-Market |
| 2024-08-07 | 2024-11-08 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $24.35 | $24.06 | -1.23% | Signal |
| 2021-11-23 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 9.84% | Interest Income |
| 2019-08-15 | 2021-11-23 | Completed | 100% | $24.20 | $25.45 | 5.19% | Signal |
| 2019-06-05 | 2019-08-15 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2019-06-03 | 2019-06-05 | Completed | 100% | $23.43 | $23.44 | 0.03% | Signal |
| 2019-04-02 | 2019-06-03 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2019-03-29 | 2019-04-02 | Completed | 100% | $22.97 | $22.90 | -0.30% | Signal |
| 2017-07-26 | 2019-03-29 | Interest | 100% | $1.00 | $1.05 | 4.58% | Interest Income |
| 2016-06-28 | 2017-07-26 | Completed | 100% | $22.19 | $22.11 | -0.36% | Signal |
| 2016-03-18 | 2016-06-28 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2014-12-19 | 2016-03-18 | Completed | 100% | $20.92 | $21.61 | 3.32% | Signal |
| 2014-05-12 | 2014-12-19 | Interest | 100% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2014-05-08 | 2014-05-12 | Completed | 100% | $20.40 | $20.36 | -0.19% | Signal |
| 2013-09-11 | 2014-05-08 | Interest | 100% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2009-05-22 | 2013-09-11 | Completed | 100% | $16.28 | $19.47 | 19.54% | Signal |
| 2009-05-20 | 2009-05-22 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
