SPTL
SPDR(R) PORTFOLIO LONG TERM TREASURY ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPTL Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.22% | 0.23% | 4.32% | -5.13% | 2.19% | -0.84% | 2.64% | 2.55% |
| Sharpe Ratio | 497.05 | 0.02 | 1.39 | -0.36 | 0.27 | -0.06 | 0.27 | 0.19 |
| Max Drawdown | 0.00% | -5.97% | -3.42% | -41.02% | -25.85% | -46.20% | -25.85% | -46.20% |
| % Time Invested | 0.0% | 100.0% | 6.1% | 100.0% | 30.9% | 100.0% | 47.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-08-07 | Open | Interest | 100% | $1.00 | $1.00 | 7.38% | Mark-to-Market |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $27.53 | $26.59 | -3.43% | Signal |
| 2021-08-16 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 10.28% | Interest Income |
| 2021-03-16 | 2021-08-16 | Completed | 100% | $33.49 | $36.59 | 9.25% | Signal |
| 2021-02-22 | 2021-03-16 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-04-13 | 2021-02-22 | Completed | 100% | $39.46 | $34.91 | -11.54% | Stop |
| 2020-03-19 | 2020-04-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-06 | 2020-03-19 | Completed | 100% | $32.85 | $35.30 | 7.48% | Stop |
| 2019-06-05 | 2019-08-06 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2019-06-03 | 2019-06-05 | Completed | 100% | $31.25 | $30.94 | -1.00% | Signal |
| 2018-12-13 | 2019-06-03 | Interest | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2018-12-11 | 2018-12-13 | Completed | 100% | $27.88 | $27.76 | -0.44% | Signal |
| 2017-11-09 | 2018-12-11 | Interest | 100% | $1.00 | $1.03 | 3.08% | Interest Income |
| 2017-11-07 | 2017-11-09 | Completed | 100% | $28.70 | $28.60 | -0.36% | Signal |
| 2017-07-17 | 2017-11-07 | Interest | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2016-12-19 | 2017-07-17 | Completed | 100% | $26.25 | $27.81 | 5.94% | Signal |
| 2016-11-25 | 2016-12-19 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2014-12-01 | 2016-11-25 | Completed | 100% | $26.13 | $26.91 | 2.97% | Stop |
| 2013-08-22 | 2014-12-01 | Interest | 100% | $1.00 | $1.03 | 3.35% | Interest Income |
| 2013-07-18 | 2013-08-22 | Completed | 100% | $22.33 | $21.18 | -5.15% | Signal |
| 2013-06-25 | 2013-07-18 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2010-10-14 | 2013-06-25 | Completed | 100% | $19.74 | $22.31 | 13.01% | Stop |
| 2010-03-18 | 2010-10-14 | Interest | 100% | $1.00 | $1.02 | 1.80% | Interest Income |
| 2009-05-22 | 2010-03-18 | Completed | 100% | $16.82 | $17.22 | 2.38% | Signal |
| 2009-05-20 | 2009-05-22 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
