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% | 2.52% | 0.25% | 1.39% | 1.28% | 1.96% | 1.90% |
| Sharpe Ratio | 1.21 | 1.21 | 0.55 | 0.04 | 0.25 | 0.17 | 0.40 | 0.29 |
| Max Drawdown | -2.60% | -2.60% | -6.49% | -17.49% | -12.60% | -18.03% | -12.60% | -18.03% |
| % Time Invested | 100.0% | 100.0% | 56.4% | 100.0% | 65.4% | 100.0% | 70.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-03-19 | Open | Open | 100% | $20.98 | $22.29 | 6.27% | Mark-to-Market |
| 2025-02-25 | 2025-03-19 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-09 | 2025-02-25 | Completed | 100% | $20.09 | $20.88 | 3.97% | Signal |
| 2023-08-21 | 2024-01-09 | Interest | 100% | $1.00 | $1.02 | 1.67% | Interest Income |
| 2023-02-07 | 2023-08-21 | Completed | 100% | $19.74 | $19.10 | -3.20% | Signal |
| 2021-10-08 | 2023-02-07 | Interest | 100% | $1.00 | $1.04 | 3.65% | Interest Income |
| 2021-09-22 | 2021-10-08 | Completed | 100% | $22.04 | $21.97 | -0.33% | Signal |
| 2021-03-15 | 2021-09-22 | Interest | 100% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2020-04-06 | 2021-03-15 | Completed | 100% | $21.85 | $21.97 | 0.52% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-12-17 | 2020-03-13 | Completed | 100% | $19.93 | $19.99 | 0.26% | Stop |
| 2018-11-12 | 2018-12-17 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2018-08-23 | 2018-11-12 | Completed | 100% | $19.80 | $19.68 | -0.60% | Signal |
| 2018-02-07 | 2018-08-23 | Interest | 100% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2017-05-30 | 2018-02-07 | Completed | 100% | $19.79 | $19.64 | -0.75% | Signal |
| 2016-12-12 | 2017-05-30 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2015-08-25 | 2016-12-12 | Completed | 100% | $19.24 | $19.37 | 0.71% | Signal |
| 2015-07-17 | 2015-08-25 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2013-11-21 | 2015-07-17 | Completed | 100% | $17.98 | $19.03 | 5.85% | Signal |
| 2013-01-22 | 2013-11-21 | Interest | 100% | $1.00 | $1.02 | 1.94% | Interest Income |
| 2011-03-22 | 2013-01-22 | Completed | 100% | $16.89 | $18.11 | 7.21% | Signal |
| 2011-02-11 | 2011-03-22 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2011-01-25 | 2011-02-11 | Completed | 100% | $16.73 | $16.51 | -1.35% | Signal |
| 2011-01-21 | 2011-01-25 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
