SPDR Bloomberg 1-3 Month T-Bill ETF
Provider: StateStreet
SPDR Bloomberg Barclays 1-3 Month T-Bill ETF is an exchange-traded fund incorporated in the USA. The Fund's objective is to provide investment results that correspond generally to the price and yield performance of the Bloomberg Barclays 1-3 MonthU.S. Treasury Bill Index.
| Annualised Return | 1.06% |
| Realised Volatility | 0.52% |
| Downside Volatility | 0.11% |
| Max Drawdown | -0.42% |
| Winning months | 74.52% |
| Sharpe Ratio | 2.04 |
| Sortino Ratio | 9.7 |
| Calmar Ratio | 2.52 |
| Viking Ratio | 3.15 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.43% | 0.44% | 0.41% | 0.43% | 0.46% | 0.4% | 0.45% | 0.46% | 0.33% | 3.88% | |||
| 2023 | 0.28% | 0.35% | 0.4% | 0.36% | 0.38% | 0.46% | 0.39% | 0.5% | 0.4% | 0.43% | 0.47% | 0.43% | 4.94% |
| 2022 | 0% | -0.02% | 0.02% | -0.01% | 0.03% | 0.08% | 0.04% | 0.19% | 0.21% | 0.16% | 0.31% | 0.36% | 1.38% |
| 2021 | 0% | -0.01% | -0.01% | 0% | -0.01% | -0.02% | -0.01% | -0.01% | 0.01% | -0.01% | -0.02% | 0% | -0.1% |
| 2020 | 0.12% | 0.12% | 0.2% | -0.02% | -0.02% | 0% | 0.01% | 0% | -0.02% | 0.01% | -0.01% | 0% | 0.4% |
| 2019 | 0.17% | 0.19% | 0.17% | 0.19% | 0.21% | 0.18% | 0.18% | 0.17% | 0.16% | 0.16% | 0.11% | 0.11% | 2.03% |
| 2018 | 0.13% | 0.08% | 0.13% | 0.1% | 0.15% | 0.15% | 0.14% | 0.16% | 0.14% | 0.17% | 0.19% | 0.18% | 1.74% |
| 2017 | 0.04% | 0.05% | -0.02% | 0.08% | 0.01% | 0.1% | 0.03% | 0.11% | 0.07% | 0.07% | 0.05% | 0.07% | 0.69% |
| 2016 | 0.02% | 0% | 0% | 0.04% | 0% | -0.02% | 0.04% | 0% | 0.02% | 0.02% | -0.04% | 0.02% | 0.11% |
| 2015 | -0.02% | 0% | 0% | -0.02% | -0.02% | 0% | 0% | 0% | -0.04% | -0.02% | 0.02% | -0.02% | -0.13% |
| 2014 | 0% | 0% | 0.01% | 0% | -0.01% | -0.02% | -0.02% | 0.02% | 0% | -0.02% | 0% | -0.02% | -0.07% |
| 2013 | 0% | 0% | 0% | -0.02% | 0.02% | -0.02% | 0% | -0.02% | 0% | -0.01% | -0.03% | 0% | -0.09% |
| 2012 | -0.02% | 0.02% | -0.02% | 0.02% | 0% | -0.04% | 0% | 0.01% | -0.01% | 0.02% | -0.02% | 0% | -0.04% |
| 2011 | 0% | 0% | 0% | 0% | 0.01% | 0.01% | 0% | 0% | -0.02% | -0.04% | 0.02% | -0.02% | -0.04% |
| 2010 | 0% | -0.02% | 0% | -0.04% | 0.04% | 0.02% | -0.04% | 0% | 0% | 0.02% | 0% | -0.02% | -0.04% |
| 2009 | 0.2% | 0% | -0.01% | 0.06% | 0.01% | -0.01% | -0.06% | 0.07% | 0.03% | 0% | -0.04% | 0.03% | 0.27% |
| 2008 | 0.4% | 0.16% | 0.23% | -0.06% | 0.1% | 0.24% | 0.18% | 0.08% | 0.5% | -0.23% | -0.05% | 0.03% | 1.59% |
| 2007 | 0.44% | 0.4% | 0.43% | 0.19% | 0.38% | 0.41% | 0.23% | 2.5% |