SPHY
SPDR PORTFOLIO HIGH YIELD BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPHY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 8.09% | 8.09% | 3.52% | 4.43% | 4.21% | 5.27% | 3.48% | 4.76% |
| Sharpe Ratio | 2.05 | 2.05 | 0.66 | 0.61 | 0.67 | 0.65 | 0.55 | 0.59 |
| Max Drawdown | -2.41% | -2.41% | -14.20% | -15.29% | -14.20% | -21.97% | -14.20% | -21.97% |
| % Time Invested | 100.0% | 100.0% | 70.5% | 100.0% | 71.0% | 100.0% | 71.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-01-23 | Open | Open | 100% | $19.71 | $23.49 | 19.16% | Mark-to-Market |
| 2023-01-18 | 2024-01-23 | Interest | 100% | $1.00 | $1.04 | 4.01% | Interest Income |
| 2023-01-13 | 2023-01-18 | Completed | 100% | $18.12 | $18.24 | 0.69% | Signal |
| 2022-07-28 | 2023-01-13 | Interest | 100% | $1.00 | $1.02 | 1.63% | Interest Income |
| 2020-04-06 | 2022-07-28 | Completed | 100% | $15.03 | $17.73 | 17.94% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-23 | 2020-03-13 | Completed | 100% | $16.70 | $15.60 | -6.61% | Stop |
| 2018-09-27 | 2019-08-23 | Interest | 100% | $1.00 | $1.02 | 2.30% | Interest Income |
| 2016-10-13 | 2018-09-27 | Completed | 100% | $14.92 | $15.65 | 4.84% | Signal |
| 2016-03-09 | 2016-10-13 | Interest | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2016-03-04 | 2016-03-09 | Completed | 100% | $13.46 | $13.61 | 1.14% | Signal |
| 2015-12-17 | 2016-03-04 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2014-08-18 | 2015-12-17 | Completed | 100% | $13.70 | $13.31 | -2.87% | Signal |
| 2014-06-13 | 2014-08-18 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
Return Distribution Analysis
