State Street Blackstone Senior Loan ETF
Provider: State
| Annualised Return | 3.69% |
| Realised Volatility | 5.17% |
| Downside Volatility | 5.98% |
| Max Drawdown | -13.37% |
| Winning months | 65.56% |
| Sharpe Ratio | 0.71 |
| Sortino Ratio | 0.62 |
| Calmar Ratio | 0.28 |
| Viking Ratio | 0.44 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.55% | 0.04% | -0.75% | -0.19% | 2.13% | 1.12% | 0.79% | 0.53% | 0.59% | -0.46% | 4.41% | ||
| 2024 | 0.07% | 0.96% | 0.87% | 0.42% | 1.01% | 0.04% | 0.6% | 0.97% | 0.54% | 0.93% | 1.29% | 0.43% | 8.43% |
| 2023 | 2.91% | -0.12% | -0.19% | 0.8% | -0.34% | 2.6% | 0.87% | 1.13% | 0.34% | -0.14% | 1.48% | 1.79% | 11.62% |
| 2022 | -0.09% | -0.73% | 0.09% | -0.71% | -2.89% | -2.82% | 2.53% | 1.16% | -4.13% | 1.7% | 0.92% | -0.24% | -5.3% |
| 2021 | 0.55% | 0.59% | -0.22% | 0.75% | 0.96% | 0.61% | -0.65% | 0.7% | 0.48% | 0.11% | -0.81% | 1.35% | 4.49% |
| 2020 | -0.17% | -1.88% | -11.56% | 4.9% | 3.65% | 1.05% | 2.29% | 1.89% | 0.22% | -0.61% | 2.38% | 1.94% | 3.13% |
| 2019 | 2.48% | 2.19% | -0.69% | 2.23% | -1.01% | 0.61% | 1.02% | -0.61% | 1.25% | -0.5% | 1.2% | 1.5% | 10.03% |
| 2018 | 1% | -0.03% | 0.24% | 0.39% | 0.01% | -0.24% | 1% | 0.43% | 0.59% | -0.3% | -0.81% | -2.88% | -0.66% |
| 2017 | 0.04% | 0.54% | 0.18% | 0.31% | 0.45% | -0.01% | 0.67% | -0.06% | 0.38% | 0.57% | -0.02% | 0.3% | 3.39% |
| 2016 | -0.41% | 0.02% | 1.86% | 1.03% | 0.72% | -0.23% | 1.09% | 0.57% | 0.54% | 0.4% | 0.17% | 1.2% | 7.14% |
| 2015 | -0.66% | 2.42% | -0.03% | 1% | 0.08% | -0.46% | -0.09% | -0.95% | -0.85% | 0.12% | -1.2% | -0.97% | -1.63% |
| 2014 | 0.38% | -0.11% | 0.16% | -0.11% | 0.24% | 0.67% | -0.03% | -0.18% | -0.59% | 0.69% | 0.6% | -0.69% | 1.03% |
| 2013 | 0.3% | -0.13% | -0.58% | 0.98% | -0.18% | 0.06% | 0.91% | 0.08% | 0.46% | 1.91% |