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ITE: SPDR Bloomberg Barclays Intermediate Term Treasury ETF (ETF)
Basic Info
Asset Class: | Intermediate Government |
MyPlanIQ Rating: | Not Rated |
Start Date: | 05/30/2007 |
Last Dividend Date: | 09/03/2019 |
12-Mo. Yield | 1.96% |
Expenses | 0.14% |
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Performance Analytics (As of 01/24/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 05/30/2007 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1915.1 | 2013.2 | 176.0 | 83.3 | 36.0 | 31.0 | 1915.1 | 4.6 | 0.2 | -0.4 | -0.9 | 0.4 | 1.4 | -2.6 | -0.5 | 4.2 | 2.6 | -3.8 | 8.0 | 4.3 |
Sharpe Ratio | NA | 5.49 | 0.95 | 0.59 | 0.37 | 0.33 | NA | -4.84 | -8.1 | -9.56 | -13.08 | -6.19 | -7.83 | -9.7 | -9.24 | -3.97 | -4.1 | -4.01 | -1.08 | -4.24 |
Draw Down(%) | NA | 2.2 | 4.9 | 6.7 | 6.7 | 7.8 | 0.0 | 2.2 | 3.0 | 2.2 | 4.0 | 1.9 | 1.0 | 3.5 | 1.8 | 1.7 | 3.5 | 5.6 | 7.8 | 1.8 |
Standard Deviation(%) | NA | 366.7 | 183.9 | 139.1 | 96.7 | 85.7 | 0.0 | 3.7 | 2.6 | 2.1 | 2.7 | 2.9 | 2.2 | 2.2 | 2.1 | 3.6 | 3.9 | 5.6 | 10.7 | 4.7 |
Treynor Ratio | NA | 0.22 | 0.05 | 0.05 | 0.05 | 0.07 | 0.0 | -0.2 | -0.26 | -0.31 | -0.54 | -0.31 | -0.3 | -0.4 | -0.34 | -0.23 | -0.24 | -0.33 | -0.15 | -0.41 |
Alpha | NA | 7.84 | 2.5 | 1.52 | 0.71 | 0.56 | NA | -0.02 | -0.02 | -0.43 | -0.4 | -0.71 | -0.03 | -0.6 | -0.04 | -0.03 | -0.27 | -0.03 | -0.02 | -0.05 |
Beta | NA | 91.84 | 35.16 | 16.22 | 6.74 | 3.98 | NA | 0.91 | 0.82 | 0.63 | 0.65 | 0.58 | 0.58 | 0.53 | 0.56 | 0.63 | 0.66 | 0.68 | 0.77 | 0.49 |
RSquared | NA | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.85 | 0.78 | 0.8 | 0.81 | 0.75 | 0.75 | 0.88 | 0.71 | 0.77 | 0.82 | 0.68 | 0.3 | 0.32 |
Yield(%) | N/A | 1.4 | 1.6 | 1.5 | 1.7 | N/A | 0.0 | 1.4 | 2.0 | 1.5 | 1.3 | 1.2 | 1.0 | 1.4 | 1.9 | 2.2 | 2.3 | 2.3 | 3.1 | 2.8 |
Dividend Growth(%) | N/A | -26.5 | 36.2 | -16.5 | N/A | N/A | -100.0 | -26.5 | 34.5 | 8.7 | 12.7 | 14.5 | -27.9 | -27.1 | -9.9 | 0.0 | -1.5 | -23.1 | 15.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/30/2007
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