XLF
THE FINANCIAL SELECT SECTOR SPDR FUND
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
XLF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 0.90% | 8.33% | 2.49% | 9.14% | 3.19% | 12.70% | 2.65% | 5.27% |
| Sharpe Ratio | 0.06 | 0.55 | 0.16 | 0.47 | 0.20 | 0.54 | 0.18 | 0.18 |
| Max Drawdown | -15.56% | -14.79% | -24.11% | -25.81% | -31.68% | -42.86% | -42.78% | -82.69% |
| % Time Invested | 93.3% | 100.0% | 69.6% | 100.0% | 63.1% | 100.0% | 62.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.0 | 0.0 | 1.3 | 0.0 | 1.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-22 | Open | Open | 100% | $52.48 | $51.92 | -1.07% | Mark-to-Market |
| 2026-03-30 | 2026-04-22 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-30 | 2026-03-30 | Completed | 100% | $47.42 | $48.23 | 1.71% | Stop |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-03-18 | 2025-04-07 | Completed | 100% | $39.54 | $42.19 | 6.69% | Stop |
| 2024-02-01 | 2024-03-18 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2024-01-29 | 2024-02-01 | Completed | 100% | $37.22 | $37.38 | 0.42% | Signal |
| 2022-12-05 | 2024-01-29 | Interest | 100% | $1.00 | $1.05 | 4.51% | Interest Income |
| 2022-10-20 | 2022-12-05 | Completed | 100% | $29.89 | $33.60 | 12.39% | Signal |
| 2022-09-28 | 2022-10-20 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-05-24 | 2022-09-28 | Completed | 100% | $31.50 | $28.75 | -8.72% | Stop |
| 2022-05-02 | 2022-05-24 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-04-13 | 2022-05-02 | Completed | 100% | $32.17 | $32.32 | 0.46% | Stop |
| 2021-02-12 | 2021-04-13 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2021-02-10 | 2021-02-12 | Completed | 100% | $28.71 | $28.44 | -0.92% | Signal |
| 2020-09-09 | 2021-02-10 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2020-07-22 | 2020-09-09 | Completed | 100% | $21.84 | $22.45 | 2.81% | Signal |
| 2020-06-29 | 2020-07-22 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-03-24 | 2020-06-29 | Completed | 100% | $16.78 | $20.60 | 22.74% | Stop |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-12-31 | 2020-03-02 | Completed | 100% | $27.27 | $23.69 | -13.11% | Stop |
| 2019-05-21 | 2019-12-31 | Interest | 100% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2019-01-17 | 2019-05-21 | Completed | 100% | $22.07 | $23.67 | 7.26% | Signal |
| 2018-12-24 | 2019-01-17 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-16 | 2018-12-24 | Completed | 100% | $23.06 | $19.60 | -14.99% | Stop |
| 2018-10-25 | 2018-11-16 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2017-01-18 | 2018-10-25 | Completed | 100% | $19.42 | $21.96 | 13.11% | Stop |
| 2016-05-02 | 2017-01-18 | Interest | 100% | $1.00 | $1.01 | 1.32% | Interest Income |
| 2016-02-12 | 2016-05-02 | Completed | 100% | $13.50 | $15.72 | 16.41% | Signal |
| 2016-01-21 | 2016-02-12 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $15.61 | $14.09 | -9.71% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-11-20 | 2015-08-25 | Completed | 100% | $9.83 | $15.56 | 58.37% | Stop |
| 2011-10-04 | 2012-11-20 | Interest | 100% | $1.00 | $1.02 | 2.11% | Interest Income |
| 2011-08-10 | 2011-10-04 | Completed | 100% | $7.91 | $6.91 | -12.64% | Stop |
| 2011-07-19 | 2011-08-10 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2010-06-15 | 2011-07-19 | Completed | 100% | $8.87 | $9.10 | 2.54% | Stop |
| 2010-05-21 | 2010-06-15 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2010-04-07 | 2010-05-21 | Completed | 100% | $10.04 | $8.51 | -15.20% | Stop |
| 2010-02-24 | 2010-04-07 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2010-02-19 | 2010-02-24 | Completed | 100% | $8.70 | $8.76 | 0.70% | Signal |
| 2009-10-15 | 2010-02-19 | Interest | 100% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2009-10-13 | 2009-10-15 | Completed | 100% | $9.26 | $9.44 | 1.97% | Signal |
| 2008-01-09 | 2009-10-13 | Interest | 100% | $1.00 | $1.06 | 6.17% | Interest Income |
| 2007-12-03 | 2008-01-09 | Completed | 100% | $17.47 | $15.20 | -12.96% | Stop |
| 2007-11-08 | 2007-12-03 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-08-28 | 2007-11-08 | Completed | 100% | $19.00 | $17.27 | -9.10% | Stop |
| 2007-08-06 | 2007-08-28 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-12-29 | 2007-08-06 | Completed | 100% | $14.42 | $18.10 | 25.53% | Stop |
| 2003-03-25 | 2003-12-29 | Interest | 100% | $1.00 | $1.03 | 3.08% | Interest Income |
| 2003-03-21 | 2003-03-25 | Completed | 100% | $11.20 | $10.96 | -2.15% | Signal |
| 2002-02-14 | 2003-03-21 | Interest | 100% | $1.00 | $1.05 | 4.86% | Interest Income |
| 2001-10-08 | 2002-02-14 | Completed | 100% | $12.02 | $12.78 | 6.33% | Signal |
| 2001-09-10 | 2001-10-08 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-04-06 | 2001-09-10 | Completed | 100% | $12.64 | $12.16 | -3.78% | Stop |
| 2001-03-15 | 2001-04-06 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-01-05 | 2001-03-15 | Completed | 100% | $14.25 | $12.90 | -9.43% | Stop |
| 2000-12-12 | 2001-01-05 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
Return Distribution Analysis
