SRLN
SPDR BLACKSTONE SENIOR LOAN ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SRLN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 7.06% | 7.06% | 4.07% | 4.71% | 2.98% | 4.58% | 2.89% | 4.04% |
| Sharpe Ratio | 2.30 | 2.30 | 1.23 | 1.18 | 0.65 | 0.74 | 0.66 | 0.68 |
| Max Drawdown | -3.26% | -3.26% | -7.50% | -7.93% | -17.27% | -22.29% | -17.27% | -22.29% |
| % Time Invested | 100.0% | 100.0% | 73.6% | 100.0% | 75.7% | 100.0% | 68.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-01-05 | Open | Open | 100% | $34.93 | $40.58 | 16.18% | Mark-to-Market |
| 2023-12-12 | 2024-01-05 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-12-06 | 2023-12-12 | Completed | 100% | $34.51 | $34.56 | 0.14% | Signal |
| 2023-09-20 | 2023-12-06 | Interest | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2023-09-18 | 2023-09-20 | Completed | 100% | $34.02 | $34.05 | 0.10% | Signal |
| 2023-01-12 | 2023-09-18 | Interest | 100% | $1.00 | $1.03 | 2.53% | Interest Income |
| 2023-01-10 | 2023-01-12 | Completed | 100% | $32.10 | $32.14 | 0.14% | Signal |
| 2022-08-30 | 2023-01-10 | Interest | 100% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2021-03-18 | 2022-08-30 | Completed | 100% | $32.03 | $32.08 | 0.17% | Signal |
| 2020-12-11 | 2021-03-18 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2020-04-13 | 2020-12-11 | Completed | 100% | $28.39 | $31.50 | 10.97% | Signal |
| 2020-03-19 | 2020-04-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2017-02-10 | 2020-03-19 | Completed | 100% | $27.21 | $26.29 | -3.40% | Stop |
| 2015-03-26 | 2017-02-10 | Interest | 100% | $1.00 | $1.04 | 3.82% | Interest Income |
Return Distribution Analysis
