SPYV
SPDR(R) PORTFOLIO S&P 500 VALUE ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPYV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.10% | 22.55% | 7.72% | 10.66% | 10.27% | 11.68% | 8.97% | 9.67% |
| Sharpe Ratio | 1.68 | 1.95 | 0.72 | 0.70 | 0.88 | 0.65 | 0.81 | 0.50 |
| Max Drawdown | -6.22% | -6.22% | -12.38% | -17.89% | -14.85% | -36.89% | -14.85% | -58.45% |
| % Time Invested | 99.6% | 100.0% | 97.3% | 100.0% | 97.6% | 100.0% | 91.0% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 2.5 | 0.0 | 2.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-08 | Open | Open | 34% | $55.26 | $59.15 | 7.05% | Mark-to-Market |
| 2025-07-23 | Open | Open | 33% | $52.76 | $59.15 | 12.11% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33% | $48.50 | $59.15 | 21.97% | Mark-to-Market |
| 2025-05-14 | 2025-10-08 | Interest | 34% | $1.00 | $1.02 | 1.70% | Interest Income |
| 2025-02-20 | 2025-07-23 | Interest | 33% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2025-04-30 | 2025-05-14 | Completed | 34% | $47.96 | $49.87 | 3.99% | Signal |
| 2025-04-08 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-09-14 | 2025-04-08 | Completed | 33% | $41.19 | $46.30 | 12.40% | Stop |
| 2023-03-13 | 2025-04-07 | Completed | 34% | $36.08 | $44.24 | 22.63% | Stop |
| 2024-01-03 | 2025-02-20 | Completed | 33% | $44.72 | $51.91 | 16.10% | Signal |
| 2023-11-01 | 2024-01-03 | Interest | 33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2023-06-13 | 2023-11-01 | Completed | 33% | $40.01 | $38.58 | -3.57% | Signal |
| 2023-06-20 | 2023-09-14 | Interest | 33% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2023-06-15 | 2023-06-20 | Completed | 33% | $40.12 | $40.43 | 0.78% | Signal |
| 2023-04-06 | 2023-06-15 | Interest | 33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2023-05-19 | 2023-06-13 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-12-28 | 2023-05-19 | Completed | 33% | $36.39 | $38.87 | 6.80% | Signal |
| 2023-04-04 | 2023-04-06 | Completed | 33% | $38.40 | $37.95 | -1.15% | Signal |
| 2022-12-22 | 2023-04-04 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2022-06-14 | 2023-03-13 | Interest | 34% | $1.00 | $1.03 | 2.57% | Interest Income |
| 2022-04-19 | 2022-12-28 | Interest | 33% | $1.00 | $1.02 | 2.29% | Interest Income |
| 2022-07-14 | 2022-12-22 | Completed | 33% | $33.44 | $36.26 | 8.45% | Signal |
| 2022-06-21 | 2022-07-14 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-03-19 | 2022-06-21 | Completed | 33% | $33.99 | $33.54 | -1.32% | Stop |
| 2020-11-03 | 2022-06-14 | Completed | 34% | $27.29 | $34.31 | 25.72% | Stop |
| 2020-07-13 | 2022-04-19 | Completed | 33% | $25.96 | $38.39 | 47.87% | Signal |
| 2021-02-12 | 2021-03-19 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-02-10 | 2021-02-12 | Completed | 33% | $32.16 | $31.98 | -0.56% | Signal |
| 2021-01-06 | 2021-02-10 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-04-01 | 2021-01-06 | Completed | 33% | $21.90 | $30.75 | 40.44% | Signal |
| 2020-05-21 | 2020-11-03 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2020-06-11 | 2020-07-13 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-06-09 | 2020-06-11 | Completed | 33% | $27.85 | $26.26 | -5.71% | Signal |
| 2020-03-31 | 2020-06-09 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-03-24 | 2020-05-21 | Completed | 34% | $20.46 | $24.95 | 21.96% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-24 | 2020-03-31 | Completed | 33% | $20.46 | $23.00 | 12.46% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-16 | 2020-03-10 | Completed | 33% | $24.05 | $25.68 | 6.81% | Stop |
| 2019-07-09 | 2020-03-02 | Completed | 34% | $27.05 | $26.95 | -0.39% | Stop |
| 2019-03-29 | 2020-03-02 | Completed | 33% | $25.86 | $26.95 | 4.20% | Stop |
| 2019-06-14 | 2019-07-09 | Interest | 34% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-06-12 | 2019-06-14 | Completed | 34% | $26.28 | $26.35 | 0.26% | Signal |
| 2018-12-19 | 2019-06-12 | Interest | 34% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2018-12-06 | 2019-03-29 | Interest | 33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2018-12-21 | 2019-01-16 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-11-15 | 2018-12-21 | Completed | 33% | $21.20 | $22.75 | 7.32% | Stop |
| 2018-09-24 | 2018-12-19 | Completed | 34% | $26.67 | $23.32 | -12.58% | Stop |
| 2018-08-01 | 2018-12-06 | Completed | 33% | $25.76 | $24.62 | -4.43% | Signal |
| 2018-08-16 | 2018-09-24 | Interest | 34% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2016-06-29 | 2018-08-16 | Completed | 34% | $19.37 | $25.69 | 32.64% | Signal |
| 2018-04-26 | 2018-08-01 | Interest | 33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2016-04-27 | 2018-04-26 | Completed | 33% | $19.81 | $24.70 | 24.68% | Signal |
| 2016-02-29 | 2016-11-15 | Interest | 33% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2015-09-24 | 2016-06-29 | Interest | 34% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2016-02-10 | 2016-04-27 | Interest | 33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2015-09-17 | 2016-02-29 | Completed | 33% | $18.33 | $18.08 | -1.34% | Signal |
| 2015-12-29 | 2016-02-10 | Completed | 33% | $19.01 | $17.43 | -8.29% | Signal |
| 2015-10-13 | 2015-12-29 | Interest | 33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2015-10-09 | 2015-10-13 | Completed | 33% | $18.71 | $18.53 | -0.92% | Signal |
| 2015-08-11 | 2015-10-09 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2015-09-17 | 2015-09-24 | Completed | 34% | $18.33 | $17.59 | -4.04% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-08-15 | 2015-08-25 | Completed | 33% | $12.55 | $17.87 | 42.31% | Stop |
| 2012-03-19 | 2015-08-25 | Completed | 34% | $12.66 | $17.87 | 41.16% | Stop |
| 2012-09-05 | 2015-08-11 | Completed | 33% | $12.49 | $19.28 | 54.38% | Signal |
| 2012-06-29 | 2012-09-05 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2012-07-24 | 2012-08-15 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2011-08-30 | 2012-07-24 | Completed | 33% | $10.54 | $11.97 | 13.58% | Signal |
| 2011-12-28 | 2012-06-29 | Completed | 33% | $11.26 | $12.09 | 7.38% | Signal |
| 2011-09-27 | 2012-03-19 | Interest | 34% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2011-07-07 | 2011-12-28 | Interest | 33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2011-08-29 | 2011-09-27 | Completed | 34% | $10.52 | $10.32 | -1.90% | Signal |
| 2011-08-08 | 2011-08-30 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-08 | Completed | 33% | $9.71 | $10.24 | 5.43% | Stop |
| 2010-12-08 | 2011-08-05 | Completed | 34% | $10.89 | $10.73 | -1.47% | Stop |
| 2010-10-12 | 2011-07-07 | Completed | 33% | $10.44 | $12.05 | 15.39% | Signal |
| 2010-10-05 | 2010-12-08 | Interest | 34% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2010-07-15 | 2010-10-12 | Interest | 33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2010-06-01 | 2010-10-05 | Completed | 34% | $9.71 | $10.29 | 5.97% | Signal |
| 2010-06-01 | 2010-07-15 | Completed | 33% | $9.71 | $9.82 | 1.07% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-04-19 | 2010-05-07 | Completed | 33% | $10.54 | $9.98 | -5.26% | Stop |
| 2009-08-27 | 2010-05-07 | Completed | 34% | $9.15 | $9.98 | 9.14% | Stop |
| 2009-06-03 | 2010-05-07 | Completed | 33% | $8.28 | $9.98 | 20.64% | Stop |
| 2009-09-18 | 2010-04-19 | Interest | 33% | $1.00 | $1.02 | 2.06% | Interest Income |
| 2009-09-15 | 2009-09-18 | Completed | 33% | $9.28 | $9.48 | 2.20% | Signal |
| 2008-06-16 | 2009-09-15 | Interest | 33% | $1.00 | $1.04 | 4.23% | Interest Income |
| 2007-12-10 | 2009-08-27 | Interest | 34% | $1.00 | $1.06 | 6.06% | Interest Income |
| 2007-09-12 | 2009-06-03 | Interest | 33% | $1.00 | $1.06 | 6.27% | Interest Income |
| 2008-02-13 | 2008-06-16 | Completed | 33% | $12.26 | $11.84 | -3.41% | Signal |
| 2008-01-22 | 2008-02-13 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-01-27 | 2008-01-22 | Completed | 33% | $9.26 | $11.49 | 24.17% | Stop |
| 2003-06-13 | 2007-12-10 | Completed | 34% | $8.01 | $13.50 | 68.63% | Signal |
| 2006-09-12 | 2007-09-12 | Completed | 33% | $11.72 | $13.32 | 13.67% | Signal |
| 2006-07-24 | 2006-09-12 | Interest | 33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2005-12-27 | 2006-07-24 | Completed | 33% | $10.80 | $11.16 | 3.29% | Signal |
| 2005-11-02 | 2005-12-27 | Interest | 33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2005-07-22 | 2005-11-02 | Completed | 33% | $10.28 | $10.17 | -1.02% | Signal |
| 2005-05-19 | 2005-07-22 | Interest | 33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2004-09-08 | 2005-05-19 | Completed | 33% | $9.31 | $10.02 | 7.53% | Signal |
| 2004-06-02 | 2004-09-08 | Interest | 33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2003-05-30 | 2004-06-02 | Completed | 33% | $7.75 | $8.95 | 15.42% | Signal |
| 2003-03-26 | 2004-01-27 | Interest | 33% | $1.00 | $1.03 | 3.38% | Interest Income |
| 2003-03-26 | 2003-06-13 | Interest | 34% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2003-03-25 | 2003-05-30 | Interest | 33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2003-03-24 | 2003-03-26 | Completed | 34% | $6.86 | $6.86 | 0.04% | Signal |
| 2003-03-24 | 2003-03-26 | Completed | 33% | $6.86 | $6.86 | 0.04% | Signal |
| 2003-03-11 | 2003-03-25 | Completed | 33% | $6.46 | $6.85 | 6.18% | Signal |
| 2002-09-30 | 2003-03-24 | Interest | 34% | $1.00 | $1.02 | 1.85% | Interest Income |
| 2002-09-30 | 2003-03-24 | Interest | 33% | $1.00 | $1.02 | 1.85% | Interest Income |
| 2003-02-14 | 2003-03-11 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2002-12-31 | 2003-02-14 | Completed | 33% | $7.07 | $6.63 | -6.14% | Stop |
| 2002-09-30 | 2002-12-31 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
Return Distribution Analysis
