SPIB
SPDR(R) PORTFOLIO INTERMEDIATE TERM CORPORATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPIB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.14% | 5.14% | 2.79% | 1.86% | 2.59% | 2.89% | 2.87% | 3.32% |
| Sharpe Ratio | 1.75 | 1.75 | 1.16 | 0.42 | 0.98 | 0.62 | 1.03 | 0.78 |
| Max Drawdown | -2.02% | -2.02% | -6.04% | -14.79% | -6.48% | -14.94% | -6.48% | -14.94% |
| % Time Invested | 100.0% | 100.0% | 52.3% | 100.0% | 59.2% | 100.0% | 65.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2024-07-31 | Open | Open | 100% | $30.56 | $33.50 | 9.60% | Mark-to-Market |
| 2022-03-11 | 2024-07-31 | Interest | 100% | $1.00 | $1.09 | 9.24% | Interest Income |
| 2020-04-06 | 2022-03-11 | Completed | 100% | $27.89 | $29.27 | 4.97% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-05 | 2020-03-13 | Completed | 100% | $28.29 | $27.78 | -1.79% | Stop |
| 2019-03-15 | 2019-08-05 | Interest | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2019-03-13 | 2019-03-15 | Completed | 100% | $26.92 | $26.92 | -0.00% | Signal |
| 2018-03-13 | 2019-03-13 | Interest | 100% | $1.00 | $1.03 | 2.89% | Interest Income |
| 2016-07-28 | 2018-03-13 | Completed | 100% | $25.73 | $25.82 | 0.35% | Signal |
| 2016-03-24 | 2016-07-28 | Interest | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2016-03-22 | 2016-03-24 | Completed | 100% | $24.88 | $24.86 | -0.09% | Signal |
| 2016-01-25 | 2016-03-22 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2014-11-11 | 2016-01-25 | Completed | 100% | $24.01 | $24.32 | 1.28% | Signal |
| 2014-01-07 | 2014-11-11 | Interest | 100% | $1.00 | $1.02 | 2.19% | Interest Income |
| 2011-02-14 | 2014-01-07 | Completed | 100% | $20.30 | $23.25 | 14.53% | Signal |
| 2011-02-10 | 2011-02-14 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
