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% | 5.70% | 4.43% | 4.47% | 5.27% | 4.15% | 4.76% |
| Sharpe Ratio | 2.05 | 2.05 | 1.18 | 0.61 | 0.77 | 0.65 | 0.72 | 0.59 |
| Max Drawdown | -2.41% | -2.41% | -4.85% | -15.29% | -12.36% | -21.97% | -12.36% | -21.97% |
| % Time Invested | 100.0% | 100.0% | 82.0% | 100.0% | 80.5% | 100.0% | 77.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.4 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-01-13 | Open | Open | 100% | $18.12 | $23.49 | 29.67% | Mark-to-Market |
| 2022-02-18 | 2023-01-13 | Interest | 100% | $1.00 | $1.03 | 2.81% | Interest Income |
| 2020-07-24 | 2022-02-18 | Completed | 100% | $17.16 | $18.72 | 9.07% | Signal |
| 2020-06-10 | 2020-07-24 | Interest | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-06-08 | 2020-06-10 | Completed | 100% | $17.06 | $16.87 | -1.11% | Signal |
| 2020-03-13 | 2020-06-08 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-02-07 | 2020-03-13 | Completed | 100% | $15.98 | $15.60 | -2.42% | Stop |
| 2018-11-26 | 2019-02-07 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2018-09-12 | 2018-11-26 | Completed | 100% | $15.61 | $15.36 | -1.60% | Signal |
| 2018-03-15 | 2018-09-12 | Interest | 100% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2016-04-15 | 2018-03-15 | Completed | 100% | $13.89 | $15.43 | 11.04% | Signal |
| 2016-03-09 | 2016-04-15 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2016-03-04 | 2016-03-09 | Completed | 100% | $13.46 | $13.61 | 1.14% | Signal |
| 2015-08-07 | 2016-03-04 | Interest | 100% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2015-08-05 | 2015-08-07 | Completed | 100% | $13.66 | $13.61 | -0.43% | Signal |
| 2015-07-09 | 2015-08-05 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-06-17 | 2015-07-09 | Completed | 100% | $13.53 | $13.67 | 1.04% | Signal |
| 2014-06-13 | 2014-06-17 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
