SPMB
SPDR(R) PORTFOLIO MORTGAGE BACKED BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPMB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.31% | 5.37% | 3.30% | 0.25% | 1.98% | 1.28% | 2.32% | 1.90% |
| Sharpe Ratio | 1.15 | 1.21 | 1.26 | 0.04 | 0.41 | 0.17 | 0.55 | 0.29 |
| Max Drawdown | -2.60% | -2.60% | -3.32% | -17.49% | -12.60% | -18.03% | -12.60% | -18.03% |
| % Time Invested | 100.0% | 100.0% | 62.6% | 100.0% | 69.4% | 100.0% | 76.9% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.8 | 0.0 | 1.7 | 0.0 | 1.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-02 | Open | Open | 34% | $21.55 | $22.29 | 3.45% | Mark-to-Market |
| 2025-08-28 | Open | Open | 33% | $21.59 | $22.29 | 3.22% | Mark-to-Market |
| 2024-11-06 | Open | Open | 33% | $20.48 | $22.29 | 8.84% | Mark-to-Market |
| 2025-07-01 | 2025-09-02 | Interest | 34% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2025-07-24 | 2025-08-28 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2025-04-23 | 2025-07-24 | Completed | 33% | $20.90 | $21.13 | 1.12% | Signal |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $21.29 | $21.35 | 0.31% | Signal |
| 2025-05-05 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2025-05-01 | 2025-05-05 | Completed | 34% | $21.21 | $20.97 | -1.14% | Signal |
| 2025-03-21 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2024-12-20 | 2025-04-23 | Interest | 33% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2024-04-16 | 2025-03-21 | Completed | 34% | $19.39 | $21.11 | 8.85% | Signal |
| 2024-08-05 | 2024-12-20 | Completed | 33% | $21.02 | $20.49 | -2.54% | Signal |
| 2024-09-16 | 2024-11-06 | Interest | 33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2024-09-12 | 2024-09-16 | Completed | 33% | $21.28 | $21.34 | 0.31% | Signal |
| 2021-09-17 | 2024-09-12 | Interest | 33% | $1.00 | $1.11 | 10.60% | Interest Income |
| 2024-05-09 | 2024-08-05 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2024-01-22 | 2024-05-09 | Completed | 33% | $20.00 | $19.77 | -1.14% | Signal |
| 2023-09-11 | 2024-04-16 | Interest | 34% | $1.00 | $1.03 | 2.55% | Interest Income |
| 2023-05-19 | 2024-01-22 | Interest | 33% | $1.00 | $1.03 | 2.77% | Interest Income |
| 2023-06-29 | 2023-09-11 | Completed | 34% | $19.67 | $19.25 | -2.13% | Signal |
| 2021-02-26 | 2023-06-29 | Interest | 34% | $1.00 | $1.06 | 6.07% | Interest Income |
| 2023-02-10 | 2023-05-19 | Completed | 33% | $19.73 | $19.61 | -0.57% | Signal |
| 2020-11-02 | 2023-02-10 | Interest | 33% | $1.00 | $1.05 | 4.98% | Interest Income |
| 2020-04-06 | 2021-09-17 | Completed | 33% | $21.85 | $22.07 | 0.99% | Signal |
| 2020-04-06 | 2021-02-26 | Completed | 34% | $21.85 | $22.05 | 0.91% | Signal |
| 2020-04-06 | 2020-11-02 | Completed | 33% | $21.85 | $22.19 | 1.52% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-07-25 | 2020-03-13 | Completed | 33% | $20.98 | $19.99 | -4.75% | Stop |
| 2019-03-14 | 2020-03-13 | Completed | 34% | $20.33 | $19.99 | -1.68% | Stop |
| 2019-01-28 | 2020-03-13 | Completed | 33% | $20.12 | $19.99 | -0.69% | Stop |
| 2017-04-12 | 2019-07-25 | Interest | 33% | $1.00 | $1.06 | 6.02% | Interest Income |
| 2018-01-24 | 2019-03-14 | Interest | 34% | $1.00 | $1.03 | 3.28% | Interest Income |
| 2017-11-27 | 2019-01-28 | Interest | 33% | $1.00 | $1.03 | 3.32% | Interest Income |
| 2017-09-15 | 2018-01-24 | Completed | 34% | $19.93 | $19.72 | -1.03% | Signal |
| 2017-05-25 | 2017-11-27 | Completed | 33% | $19.73 | $19.91 | 0.93% | Signal |
| 2016-12-27 | 2017-09-15 | Interest | 34% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2016-11-21 | 2017-05-25 | Interest | 33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2014-11-17 | 2017-04-12 | Completed | 33% | $18.96 | $19.66 | 3.70% | Signal |
| 2016-03-01 | 2016-12-27 | Completed | 34% | $19.61 | $19.34 | -1.38% | Signal |
| 2016-02-29 | 2016-11-21 | Completed | 33% | $19.56 | $19.51 | -0.28% | Signal |
| 2015-08-20 | 2016-03-01 | Interest | 34% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2016-01-06 | 2016-02-29 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2015-10-16 | 2016-01-06 | Completed | 33% | $19.35 | $19.25 | -0.51% | Signal |
| 2015-06-18 | 2015-10-16 | Interest | 33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2014-04-04 | 2015-08-20 | Completed | 34% | $18.20 | $19.22 | 5.61% | Signal |
| 2013-12-02 | 2015-06-18 | Completed | 33% | $17.91 | $19.02 | 6.20% | Signal |
| 2013-06-17 | 2014-11-17 | Interest | 33% | $1.00 | $1.04 | 3.76% | Interest Income |
| 2013-01-16 | 2014-04-04 | Interest | 34% | $1.00 | $1.03 | 2.99% | Interest Income |
| 2012-11-14 | 2013-12-02 | Interest | 33% | $1.00 | $1.02 | 2.33% | Interest Income |
| 2011-01-25 | 2013-06-17 | Completed | 33% | $16.73 | $18.00 | 7.57% | Signal |
| 2011-07-20 | 2013-01-16 | Completed | 34% | $17.33 | $18.18 | 4.92% | Signal |
| 2011-05-16 | 2012-11-14 | Completed | 33% | $17.24 | $18.10 | 5.01% | Signal |
| 2011-03-11 | 2011-07-20 | Interest | 34% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2011-01-21 | 2011-05-16 | Interest | 33% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2011-01-25 | 2011-03-11 | Completed | 34% | $16.73 | $16.87 | 0.81% | Signal |
| 2011-01-21 | 2011-01-25 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-01-21 | 2011-01-25 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
