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 | 14.31% | 22.55% | 7.31% | 10.66% | 9.48% | 11.68% | 9.75% | 9.67% |
| Sharpe Ratio | 1.48 | 1.95 | 0.59 | 0.70 | 0.76 | 0.65 | 0.82 | 0.50 |
| Max Drawdown | -6.22% | -6.22% | -17.93% | -17.89% | -17.93% | -36.89% | -19.19% | -58.45% |
| % Time Invested | 77.8% | 100.0% | 83.6% | 100.0% | 83.8% | 100.0% | 77.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.5 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-21 | Open | Open | 100% | $52.24 | $59.15 | 13.23% | Mark-to-Market |
| 2025-04-07 | 2025-07-21 | Interest | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2022-12-22 | 2025-04-07 | Completed | 100% | $36.26 | $44.24 | 21.99% | Stop |
| 2022-06-10 | 2022-12-22 | Interest | 100% | $1.00 | $1.02 | 1.82% | Interest Income |
| 2020-09-15 | 2022-06-10 | Completed | 100% | $27.54 | $35.63 | 29.41% | Signal |
| 2020-06-11 | 2020-09-15 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-06-09 | 2020-06-11 | Completed | 100% | $27.85 | $26.26 | -5.71% | Signal |
| 2020-03-26 | 2020-06-09 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-03-24 | 2020-03-26 | Completed | 100% | $20.46 | $22.01 | 7.61% | 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% | $25.58 | $26.95 | 5.35% | Stop |
| 2018-12-13 | 2019-03-25 | Interest | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2016-04-20 | 2018-12-13 | Completed | 100% | $19.74 | $24.34 | 23.31% | Signal |
| 2015-10-13 | 2016-04-20 | Interest | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2015-10-09 | 2015-10-13 | Completed | 100% | $18.71 | $18.53 | -0.92% | Signal |
| 2015-08-25 | 2015-10-09 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2012-01-31 | 2015-08-25 | Completed | 100% | $11.76 | $17.87 | 51.96% | Stop |
| 2011-08-08 | 2012-01-31 | Interest | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2010-10-01 | 2011-08-08 | Completed | 100% | $10.29 | $10.24 | -0.44% | Stop |
| 2010-07-12 | 2010-10-01 | Interest | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2010-06-01 | 2010-07-12 | Completed | 100% | $9.71 | $9.66 | -0.56% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-07-01 | 2010-05-07 | Completed | 100% | $8.16 | $9.98 | 22.39% | Stop |
| 2007-12-07 | 2009-07-01 | Interest | 100% | $1.00 | $1.05 | 5.49% | Interest Income |
| 2003-05-16 | 2007-12-07 | Completed | 100% | $7.53 | $13.52 | 79.49% | Signal |
| 2003-03-26 | 2003-05-16 | Interest | 100% | $1.00 | $1.01 | 0.55% | 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
