XLU
THE UTILITIES SELECT SECTOR SPDR FUND
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
XLU Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.50% | 18.50% | 4.38% | 9.94% | 7.03% | 10.00% | 6.59% | 7.63% |
| Sharpe Ratio | 1.21 | 1.21 | 0.30 | 0.55 | 0.45 | 0.50 | 0.46 | 0.39 |
| Max Drawdown | -9.18% | -9.18% | -19.53% | -25.26% | -20.98% | -36.07% | -40.72% | -52.27% |
| % Time Invested | 100.0% | 100.0% | 72.5% | 100.0% | 81.9% | 100.0% | 77.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-10-04 | Open | Open | 100% | $38.66 | $45.68 | 18.17% | Mark-to-Market |
| 2024-07-16 | 2024-10-04 | Interest | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2024-07-12 | 2024-07-16 | Completed | 100% | $33.76 | $33.26 | -1.46% | Signal |
| 2024-04-30 | 2024-07-12 | Interest | 100% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2024-04-26 | 2024-04-30 | Completed | 100% | $31.57 | $31.47 | -0.30% | Signal |
| 2023-09-19 | 2024-04-26 | Interest | 100% | $1.00 | $1.03 | 2.60% | Interest Income |
| 2023-09-15 | 2023-09-19 | Completed | 100% | $29.94 | $29.81 | -0.41% | Signal |
| 2023-06-29 | 2023-09-15 | Interest | 100% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-10-25 | 2023-06-29 | Completed | 100% | $28.77 | $29.52 | 2.63% | Signal |
| 2022-10-03 | 2022-10-25 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-07-13 | 2022-10-03 | Completed | 100% | $30.90 | $29.90 | -3.23% | Stop |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-03-23 | 2022-06-17 | Completed | 100% | $26.47 | $29.02 | 9.62% | Stop |
| 2021-02-23 | 2021-03-23 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-04-03 | 2021-02-23 | Completed | 100% | $22.08 | $25.77 | 16.71% | Signal |
| 2020-03-12 | 2020-04-03 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-02-28 | 2020-03-12 | Completed | 100% | $22.63 | $23.67 | 4.57% | Stop |
| 2019-01-29 | 2019-02-28 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-01-25 | 2019-01-29 | Completed | 100% | $21.51 | $21.28 | -1.06% | Signal |
| 2018-11-28 | 2019-01-25 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2018-03-02 | 2018-11-28 | Completed | 100% | $18.92 | $21.73 | 14.85% | Signal |
| 2018-02-07 | 2018-03-02 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2015-09-25 | 2018-02-07 | Completed | 100% | $15.15 | $18.63 | 22.98% | Stop |
| 2015-09-02 | 2015-09-25 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-09 | 2015-09-02 | Completed | 100% | $8.32 | $14.73 | 76.89% | Stop |
| 2009-01-08 | 2010-06-09 | Interest | 100% | $1.00 | $1.05 | 4.83% | Interest Income |
| 2009-01-06 | 2009-01-08 | Completed | 100% | $8.24 | $7.97 | -3.25% | Signal |
| 2008-10-10 | 2009-01-06 | Interest | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2008-10-02 | 2008-10-10 | Completed | 100% | $8.86 | $7.07 | -20.18% | Stop |
| 2008-09-10 | 2008-10-02 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-02-14 | 2008-09-10 | Completed | 100% | $10.55 | $9.45 | -10.36% | Stop |
| 2008-01-23 | 2008-02-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-02-11 | 2008-01-23 | Completed | 100% | $5.54 | $9.83 | 77.65% | Stop |
| 2004-01-02 | 2004-02-11 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2003-12-26 | 2004-01-02 | Completed | 100% | $5.37 | $5.44 | 1.30% | Signal |
| 2003-09-08 | 2003-12-26 | Interest | 100% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2003-09-04 | 2003-09-08 | Completed | 100% | $4.92 | $4.93 | 0.19% | Signal |
| 2002-12-20 | 2003-09-04 | Interest | 100% | $1.00 | $1.03 | 2.70% | Interest Income |
| 2002-12-18 | 2002-12-20 | Completed | 100% | $4.28 | $4.30 | 0.56% | Signal |
| 2002-02-27 | 2002-12-18 | Interest | 100% | $1.00 | $1.04 | 3.70% | Interest Income |
| 2001-11-16 | 2002-02-27 | Completed | 100% | $6.06 | $5.79 | -4.50% | Signal |
| 2001-10-25 | 2001-11-16 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2001-02-16 | 2001-10-25 | Completed | 100% | $6.67 | $5.96 | -10.64% | Stop |
| 2000-12-12 | 2001-02-16 | Interest | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
Return Distribution Analysis
