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 | 23.36% | 22.55% | 6.41% | 10.66% | 10.03% | 11.68% | 8.06% | 9.67% |
| Sharpe Ratio | 2.01 | 1.95 | 0.49 | 0.70 | 0.71 | 0.65 | 0.61 | 0.50 |
| Max Drawdown | -6.22% | -6.22% | -19.10% | -17.89% | -19.10% | -36.89% | -24.02% | -58.45% |
| % Time Invested | 99.6% | 100.0% | 83.8% | 100.0% | 83.0% | 100.0% | 77.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.9 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-04-30 | Open | Open | 100% | $47.96 | $59.15 | 23.34% | Mark-to-Market |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-09-13 | 2025-04-07 | Completed | 100% | $40.97 | $44.24 | 7.97% | Stop |
| 2023-06-20 | 2023-09-13 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2023-06-15 | 2023-06-20 | Completed | 100% | $40.12 | $40.43 | 0.78% | Signal |
| 2023-04-06 | 2023-06-15 | Interest | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2023-04-04 | 2023-04-06 | Completed | 100% | $38.40 | $37.95 | -1.15% | Signal |
| 2022-12-29 | 2023-04-04 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2022-07-13 | 2022-12-29 | Completed | 100% | $33.74 | $36.18 | 7.22% | Signal |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-03-18 | 2022-06-17 | Completed | 100% | $34.21 | $33.18 | -3.00% | Stop |
| 2021-02-12 | 2021-03-18 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2021-02-10 | 2021-02-12 | Completed | 100% | $32.16 | $31.98 | -0.56% | Signal |
| 2021-01-04 | 2021-02-10 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-03-24 | 2021-01-04 | Completed | 100% | $20.46 | $30.91 | 51.12% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-16 | 2020-03-02 | Completed | 100% | $24.05 | $26.95 | 12.06% | Stop |
| 2018-12-21 | 2019-01-16 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-11-21 | 2018-12-21 | Completed | 100% | $21.24 | $22.75 | 7.10% | Stop |
| 2016-02-26 | 2016-11-21 | Interest | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2015-09-17 | 2016-02-26 | Completed | 100% | $18.33 | $18.15 | -0.96% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-08-13 | 2015-08-25 | Completed | 100% | $12.57 | $17.87 | 42.15% | Stop |
| 2012-07-20 | 2012-08-13 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2011-08-30 | 2012-07-20 | Completed | 100% | $10.54 | $12.15 | 15.29% | Signal |
| 2011-08-08 | 2011-08-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-08 | Completed | 100% | $9.71 | $10.24 | 5.43% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-04-19 | 2010-05-07 | Completed | 100% | $10.54 | $9.98 | -5.26% | Stop |
| 2009-09-18 | 2010-04-19 | Interest | 100% | $1.00 | $1.02 | 2.06% | Interest Income |
| 2009-09-15 | 2009-09-18 | Completed | 100% | $9.28 | $9.48 | 2.20% | Signal |
| 2008-06-12 | 2009-09-15 | Interest | 100% | $1.00 | $1.04 | 4.26% | Interest Income |
| 2008-02-12 | 2008-06-12 | Completed | 100% | $12.28 | $11.84 | -3.57% | Signal |
| 2008-01-18 | 2008-02-12 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-01-26 | 2008-01-18 | Completed | 100% | $9.15 | $12.09 | 32.10% | Stop |
| 2003-03-26 | 2004-01-26 | Interest | 100% | $1.00 | $1.03 | 3.36% | Interest Income |
| 2003-03-24 | 2003-03-26 | Completed | 100% | $6.86 | $6.86 | 0.04% | Signal |
| 2002-09-30 | 2003-03-24 | Interest | 100% | $1.00 | $1.02 | 1.85% | Interest Income |
Return Distribution Analysis
