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 | 5.37% | 5.37% | 3.69% | 0.25% | 2.02% | 1.28% | 2.19% | 1.90% |
| Sharpe Ratio | 1.21 | 1.21 | 1.33 | 0.04 | 0.41 | 0.17 | 0.50 | 0.29 |
| Max Drawdown | -2.60% | -2.60% | -3.48% | -17.49% | -12.60% | -18.03% | -12.60% | -18.03% |
| % Time Invested | 100.0% | 100.0% | 37.7% | 100.0% | 45.9% | 100.0% | 55.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 | 0.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-11-25 | Open | Open | 100% | $20.69 | $22.29 | 7.75% | Mark-to-Market |
| 2024-09-16 | 2024-11-25 | Interest | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2024-09-12 | 2024-09-16 | Completed | 100% | $21.28 | $21.34 | 0.31% | Signal |
| 2021-10-12 | 2024-09-12 | Interest | 100% | $1.00 | $1.10 | 10.49% | Interest Income |
| 2020-04-06 | 2021-10-12 | Completed | 100% | $21.85 | $21.92 | 0.30% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-14 | 2020-03-13 | Completed | 100% | $21.10 | $19.99 | -5.27% | Stop |
| 2017-05-23 | 2019-08-14 | Interest | 100% | $1.00 | $1.06 | 5.86% | Interest Income |
| 2014-12-05 | 2017-05-23 | Completed | 100% | $18.94 | $19.79 | 4.54% | Signal |
| 2013-07-02 | 2014-12-05 | Interest | 100% | $1.00 | $1.04 | 3.78% | Interest Income |
| 2011-01-25 | 2013-07-02 | Completed | 100% | $16.73 | $17.72 | 5.91% | Signal |
| 2011-01-21 | 2011-01-25 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
