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% | 1.75% | 0.16% | 2.18% | 1.60% | 2.78% | 2.68% |
| Sharpe Ratio | 0.98 | 0.98 | 0.43 | 0.03 | 0.48 | 0.29 | 0.67 | 0.54 |
| Max Drawdown | -2.52% | -2.52% | -5.33% | -17.96% | -9.41% | -18.56% | -9.41% | -18.56% |
| % Time Invested | 100.0% | 100.0% | 64.5% | 100.0% | 69.1% | 100.0% | 74.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-03-19 | Open | Open | 100% | $24.34 | $25.52 | 4.86% | Mark-to-Market |
| 2025-02-25 | 2025-03-19 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-04 | 2025-02-25 | Completed | 100% | $23.31 | $24.30 | 4.25% | Signal |
| 2023-08-22 | 2024-01-04 | Interest | 100% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2023-02-08 | 2023-08-22 | Completed | 100% | $22.77 | $22.21 | -2.45% | Signal |
| 2022-01-10 | 2023-02-08 | Interest | 100% | $1.00 | $1.03 | 3.26% | Interest Income |
| 2021-08-03 | 2022-01-10 | Completed | 100% | $25.99 | $25.18 | -3.14% | Signal |
| 2021-03-01 | 2021-08-03 | Interest | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2018-12-31 | 2021-03-01 | Completed | 100% | $22.28 | $25.44 | 14.20% | Signal |
| 2018-11-05 | 2018-12-31 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2018-09-04 | 2018-11-05 | Completed | 100% | $22.18 | $21.76 | -1.89% | Signal |
| 2018-02-16 | 2018-09-04 | Interest | 100% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2017-05-25 | 2018-02-16 | Completed | 100% | $22.05 | $21.86 | -0.88% | Signal |
| 2016-12-07 | 2017-05-25 | Interest | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2015-10-21 | 2016-12-07 | Completed | 100% | $21.25 | $21.56 | 1.47% | Signal |
| 2015-07-02 | 2015-10-21 | Interest | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2014-01-24 | 2015-07-02 | Completed | 100% | $19.99 | $20.86 | 4.32% | Signal |
| 2013-06-21 | 2014-01-24 | Interest | 100% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2013-04-19 | 2013-06-21 | Completed | 100% | $20.31 | $19.67 | -3.14% | Signal |
| 2013-03-19 | 2013-04-19 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2011-05-03 | 2013-03-19 | Completed | 100% | $18.44 | $20.11 | 9.07% | Signal |
| 2011-02-10 | 2011-05-03 | Interest | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2009-05-22 | 2011-02-10 | Completed | 100% | $16.28 | $17.91 | 9.98% | Signal |
| 2009-05-20 | 2009-05-22 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
