SPYM
SPDR Portfolio S&P 500 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPYM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.60% | 30.03% | 9.43% | 12.73% | 12.89% | 15.22% | 10.52% | 11.02% |
| Sharpe Ratio | 1.37 | 2.13 | 0.73 | 0.72 | 0.96 | 0.79 | 0.82 | 0.55 |
| Max Drawdown | -8.90% | -8.90% | -20.08% | -24.48% | -20.08% | -33.87% | -20.08% | -53.40% |
| % Time Invested | 84.5% | 100.0% | 78.4% | 100.0% | 83.2% | 100.0% | 75.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-06-30 | Open | Open | 100% | $72.01 | $83.76 | 16.32% | Mark-to-Market |
| 2025-05-06 | 2025-06-30 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2025-05-01 | 2025-05-06 | Completed | 100% | $65.16 | $64.88 | -0.42% | Signal |
| 2025-04-07 | 2025-05-01 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-01-27 | 2025-04-07 | Completed | 100% | $45.42 | $56.86 | 25.16% | Stop |
| 2022-03-17 | 2023-01-27 | Interest | 100% | $1.00 | $1.03 | 2.80% | Interest Income |
| 2020-07-06 | 2022-03-17 | Completed | 100% | $34.24 | $48.00 | 40.18% | Signal |
| 2020-04-01 | 2020-07-06 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-03-24 | 2020-04-01 | Completed | 100% | $25.22 | $26.72 | 5.93% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-03-25 | 2020-03-02 | Completed | 100% | $29.40 | $31.92 | 8.58% | Stop |
| 2018-12-11 | 2019-03-25 | Interest | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-25 | 2018-12-11 | Completed | 100% | $20.68 | $27.89 | 34.86% | Signal |
| 2016-03-09 | 2016-04-25 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2016-03-07 | 2016-03-09 | Completed | 100% | $19.66 | $19.54 | -0.62% | Signal |
| 2016-01-13 | 2016-03-07 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2015-12-17 | 2016-01-13 | Completed | 100% | $20.35 | $18.98 | -6.76% | Signal |
| 2015-09-08 | 2015-12-17 | Interest | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2012-01-26 | 2015-09-08 | Completed | 100% | $12.15 | $19.31 | 58.88% | Signal |
| 2011-08-09 | 2012-01-26 | Interest | 100% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2010-10-12 | 2011-08-09 | Completed | 100% | $10.30 | $10.31 | 0.10% | Stop |
| 2010-07-09 | 2010-10-12 | Interest | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2010-06-01 | 2010-07-09 | Completed | 100% | $9.55 | $9.45 | -1.02% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-19 | 2010-05-07 | Completed | 100% | $7.99 | $9.88 | 23.67% | Stop |
| 2008-01-04 | 2009-06-19 | Interest | 100% | $1.00 | $1.05 | 5.06% | Interest Income |
| 2007-11-12 | 2008-01-04 | Completed | 100% | $11.96 | $11.78 | -1.53% | Signal |
| 2007-11-08 | 2007-11-12 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
