SPSB
SPDR(R) PORTFOLIO SHORT TERM CORPORATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPSB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.32% | 4.32% | 3.24% | 2.67% | 2.92% | 2.63% | 2.61% | 2.38% |
| Sharpe Ratio | 3.13 | 3.13 | 3.11 | 1.34 | 1.05 | 0.85 | 1.10 | 0.88 |
| Max Drawdown | -0.87% | -0.87% | -2.14% | -5.96% | -11.75% | -11.75% | -11.75% | -11.75% |
| % Time Invested | 100.0% | 100.0% | 52.4% | 100.0% | 47.3% | 100.0% | 42.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.4 | 0.0 | 0.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-07-09 | Open | Open | 100% | $27.42 | $30.06 | 9.63% | Mark-to-Market |
| 2024-01-04 | 2024-07-09 | Interest | 100% | $1.00 | $1.02 | 2.15% | Interest Income |
| 2024-01-02 | 2024-01-04 | Completed | 100% | $26.78 | $26.77 | -0.07% | Signal |
| 2022-02-15 | 2024-01-02 | Interest | 100% | $1.00 | $1.07 | 6.76% | Interest Income |
| 2019-08-19 | 2022-02-15 | Completed | 100% | $25.06 | $25.86 | 3.19% | Signal |
| 2019-06-06 | 2019-08-19 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2019-06-04 | 2019-06-06 | Completed | 100% | $24.76 | $24.80 | 0.13% | Signal |
| 2017-06-29 | 2019-06-04 | Interest | 100% | $1.00 | $1.05 | 5.21% | Interest Income |
| 2017-02-03 | 2017-06-29 | Completed | 100% | $23.44 | $23.64 | 0.86% | Signal |
| 2013-10-28 | 2017-02-03 | Interest | 100% | $1.00 | $1.07 | 7.41% | Interest Income |
| 2012-09-04 | 2013-10-28 | Completed | 100% | $22.09 | $22.45 | 1.60% | Signal |
| 2012-05-29 | 2012-09-04 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2012-03-12 | 2012-05-29 | Completed | 100% | $21.80 | $21.81 | 0.06% | Signal |
| 2011-12-22 | 2012-03-12 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
Return Distribution Analysis
