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% | 5.67% | 4.71% | 3.41% | 4.58% | 3.02% | 4.04% |
| Sharpe Ratio | 2.30 | 2.30 | 1.97 | 1.18 | 0.81 | 0.74 | 0.75 | 0.68 |
| Max Drawdown | -3.26% | -3.26% | -4.26% | -7.93% | -14.88% | -22.29% | -14.88% | -22.29% |
| % Time Invested | 100.0% | 100.0% | 83.4% | 100.0% | 85.7% | 100.0% | 82.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-02-06 | Open | Open | 100% | $32.40 | $40.58 | 25.23% | Mark-to-Market |
| 2023-01-12 | 2023-02-06 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-01-10 | 2023-01-12 | Completed | 100% | $32.10 | $32.14 | 0.14% | Signal |
| 2022-04-04 | 2023-01-10 | Interest | 100% | $1.00 | $1.03 | 2.52% | Interest Income |
| 2020-08-03 | 2022-04-04 | Completed | 100% | $29.99 | $32.96 | 9.90% | Signal |
| 2020-06-01 | 2020-08-03 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-05-28 | 2020-06-01 | Completed | 100% | $28.93 | $29.02 | 0.30% | Signal |
| 2020-03-19 | 2020-05-28 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-03-25 | 2020-03-19 | Completed | 100% | $28.97 | $26.29 | -9.25% | Stop |
| 2019-03-01 | 2019-03-25 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-02-26 | 2019-03-01 | Completed | 100% | $29.19 | $29.29 | 0.34% | Signal |
| 2019-01-02 | 2019-02-26 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2016-05-09 | 2019-01-02 | Completed | 100% | $26.02 | $27.89 | 7.18% | Signal |
| 2015-10-07 | 2016-05-09 | Interest | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2015-03-30 | 2015-10-07 | Completed | 100% | $26.16 | $25.74 | -1.60% | Signal |
| 2015-03-26 | 2015-03-30 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
