SPDR Portfolio Short Term Corporate Bond ETF
Provider: StateStreet
SPDR Portfolio Short Term Corporate Bond ETF is an exchange-traded fund incorporated in the USA. The Fund aims to provide investment results that beforefees and expenses correspond generally to the price and yield performanc of an index that tracks the short term U.S. corporate bond market Bloomberg Barclays U.S. 1-3 Year Corporate Bond Index.
| Annualised Return | 2.08% |
| Realised Volatility | 1.81% |
| Downside Volatility | 1.47% |
| Max Drawdown | -5.34% |
| Winning months | 67.22% |
| Sharpe Ratio | 1.15 |
| Sortino Ratio | 1.42 |
| Calmar Ratio | 0.39 |
| Viking Ratio | 0.29 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.47% | -0.28% | 0.55% | -0.2% | 0.75% | 0.45% | 1.33% | 0.99% | 0.88% | -0.49% | 0.23% | 4.76% | |
| 2023 | 1.09% | -0.69% | 1.03% | 0.44% | -0.2% | 0.04% | 0.54% | 0.25% | -0.15% | 0.23% | 1.58% | 1.33% | 5.6% |
| 2022 | -0.84% | -0.51% | -1.22% | -0.74% | 0.68% | -0.94% | 1.02% | -0.91% | -1.34% | -0.15% | 1.35% | 0.27% | -3.31% |
| 2021 | 0% | -0.02% | -0.04% | 0.16% | 0.16% | -0.08% | 0.12% | 0.01% | -0.05% | -0.37% | -0.22% | 0.14% | -0.19% |
| 2020 | 0.58% | 0.4% | -2.47% | 2.46% | 1.06% | 0.62% | 0.45% | 0.15% | -0.04% | 0.08% | 0.36% | 0.19% | 3.83% |
| 2019 | 0.9% | 0.27% | 0.67% | 0.27% | 0.54% | 0.67% | 0.08% | 0.72% | 0.14% | 0.36% | 0.09% | 0.4% | 5.21% |
| 2018 | -0.23% | -0.35% | 0.16% | 0.06% | 0.34% | -0.02% | 0.3% | 0.43% | -0.04% | -0.04% | 0.16% | 0.67% | 1.45% |
| 2017 | 0.2% | 0.21% | 0.15% | 0.24% | 0.25% | 0.05% | 0.35% | 0.25% | -0.04% | 0.12% | -0.33% | 0.13% | 1.58% |
| 2016 | -0.07% | 0.49% | 0.6% | 0.36% | -0.09% | 0.63% | 0.33% | -0.09% | 0.14% | -0.06% | -0.42% | 0.25% | 2.09% |
| 2015 | 0.41% | 0.23% | 0.15% | -0.05% | -0.01% | -0.2% | 0.12% | -0.31% | 0.32% | 0.26% | 0.12% | -0.3% | 0.74% |
| 2014 | 0.13% | 0.36% | -0.08% | 0.26% | 0.26% | -0.04% | -0.13% | 0.22% | -0.2% | 0.3% | 0.03% | -0.22% | 0.88% |
| 2013 | 0.18% | 0.11% | 0.02% | 0.36% | -0.22% | -0.37% | 0.37% | -0.26% | 0.72% | 0.17% | 0.26% | -0.04% | 1.31% |
| 2012 | 1.13% | 0.47% | 0.07% | 0.29% | -0.23% | 0.05% | 0.82% | 0.48% | 0.35% | 0.22% | -0.12% | -0.07% | 3.51% |
| 2011 | 0.63% | 0.07% | -0.14% | 0.64% | 0.15% | 0.34% | 0.21% | -0.38% | -0.13% | 0.35% | -0.59% | 0.33% | 1.48% |
| 2010 | 0.1% | 0.19% | 0.12% | 0.28% | -0.37% | 0.31% | 1% | 0.52% | 0.36% | 0.4% | -0.11% | -0.16% | 2.68% |
| 2009 | -1.14% | -1.14% |