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 | 3.27% | 0.23% | -1.08% | -5.13% | 0.82% | -0.84% | 3.03% | 2.55% |
| Sharpe Ratio | 0.47 | 0.02 | -0.14 | -0.36 | 0.08 | -0.06 | 0.29 | 0.19 |
| Max Drawdown | -5.10% | -5.97% | -15.75% | -41.02% | -27.12% | -46.20% | -27.12% | -46.20% |
| % Time Invested | 66.7% | 100.0% | 44.9% | 100.0% | 53.4% | 100.0% | 56.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-08-28 | Open | Open | 100% | $25.55 | $26.02 | 1.82% | Mark-to-Market |
| 2024-12-20 | 2025-08-28 | Interest | 100% | $1.00 | $1.03 | 2.94% | Interest Income |
| 2024-06-27 | 2024-12-20 | Completed | 100% | $25.69 | $25.12 | -2.21% | Signal |
| 2024-06-04 | 2024-06-27 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-29 | 2024-06-04 | Completed | 100% | $25.47 | $25.37 | -0.41% | Signal |
| 2023-07-28 | 2024-01-29 | Interest | 100% | $1.00 | $1.02 | 2.14% | Interest Income |
| 2023-05-03 | 2023-07-28 | Completed | 100% | $27.57 | $26.05 | -5.51% | Signal |
| 2022-02-15 | 2023-05-03 | Interest | 100% | $1.00 | $1.04 | 3.93% | Interest Income |
| 2021-08-17 | 2022-02-15 | Completed | 100% | $36.51 | $33.55 | -8.12% | Signal |
| 2020-11-16 | 2021-08-17 | Interest | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2020-04-13 | 2020-11-16 | Completed | 100% | $39.46 | $38.24 | -3.09% | Signal |
| 2020-03-19 | 2020-04-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-01-16 | 2020-03-19 | Completed | 100% | $28.08 | $35.30 | 25.74% | Stop |
| 2018-12-13 | 2019-01-16 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2018-12-11 | 2018-12-13 | Completed | 100% | $27.88 | $27.76 | -0.44% | Signal |
| 2018-09-28 | 2018-12-11 | Interest | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-08-21 | 2018-09-28 | Completed | 100% | $28.10 | $27.38 | -2.58% | Signal |
| 2018-02-16 | 2018-08-21 | Interest | 100% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2017-06-29 | 2018-02-16 | Completed | 100% | $28.11 | $27.22 | -3.17% | Signal |
| 2017-06-07 | 2017-06-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-06-05 | 2017-06-07 | Completed | 100% | $28.14 | $28.21 | 0.25% | Signal |
| 2016-11-17 | 2017-06-05 | Interest | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2015-11-30 | 2016-11-17 | Completed | 100% | $26.30 | $27.06 | 2.88% | Signal |
| 2015-06-18 | 2015-11-30 | Interest | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2014-03-06 | 2015-06-18 | Completed | 100% | $22.44 | $25.30 | 12.72% | Signal |
| 2013-01-28 | 2014-03-06 | Interest | 100% | $1.00 | $1.03 | 2.70% | Interest Income |
| 2011-06-15 | 2013-01-28 | Completed | 100% | $19.08 | $23.62 | 23.78% | Signal |
| 2011-01-04 | 2011-06-15 | Interest | 100% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2010-05-20 | 2011-01-04 | Completed | 100% | $18.27 | $18.10 | -0.93% | Signal |
| 2010-01-11 | 2010-05-20 | Interest | 100% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2009-10-27 | 2010-01-11 | Completed | 100% | $17.15 | $16.69 | -2.66% | Signal |
| 2009-10-05 | 2009-10-27 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-09-30 | 2009-10-05 | Completed | 100% | $17.70 | $17.86 | 0.90% | Signal |
| 2009-06-09 | 2009-09-30 | Interest | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2009-05-22 | 2009-06-09 | Completed | 100% | $16.82 | $16.28 | -3.24% | Signal |
| 2009-05-20 | 2009-05-22 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
