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SPTI: SPDR Portfolio Intermediate Term Treasury (ETF)
Basic Info 27.75 0.04(0.14%) May 08
Asset Class: | EQUITY |
MyPlanIQ Rating: | (25%) |
Start Date: | 05/30/2007 |
Last Dividend Date: | 05/01/2024 |
12-Mo. Yield | 3.26% |
Expenses | - |
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Performance Analytics (As of 05/08/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 05/30/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | -1.3 | -0.7 | -2.9 | 0.1 | 0.9 | 1.5 | 2.3 | 4.3 | -10.6 | -2.5 | 7.7 | 6.0 | 2.3 | 1.0 | 0.3 | 1.6 | 2.6 | -1.2 | 1.5 | 6.6 | 5.0 | -1.5 | 11.4 | 7.2 |
Sharpe Ratio | NA | -1.63 | -0.99 | -0.87 | -0.28 | -0.05 | NA | 0.31 | 0.01 | -1.75 | -0.81 | 1.83 | 1.25 | 0.38 | 0.2 | 0.04 | 0.55 | 1.18 | -0.6 | 0.74 | 1.81 | 1.27 | -0.29 | 0.98 | 2.07 |
Draw Down(%) | NA | 3.4 | 6.3 | 15.0 | 16.1 | 16.1 | NA | 16.1 | 6.3 | 13.2 | 3.3 | 2.1 | 2.2 | 2.0 | 1.6 | 3.6 | 1.6 | 0.9 | 3.1 | 1.6 | 1.5 | 3.3 | 4.6 | 7.6 | 1.5 |
Standard Deviation(%) | NA | 5.2 | 5.7 | 6.0 | 5.3 | 4.1 | NA | 4.7 | 6.7 | 6.9 | 3.1 | 4.1 | 3.7 | 2.5 | 2.0 | 2.6 | 2.9 | 2.2 | 2.1 | 2.0 | 3.6 | 3.8 | 5.6 | 10.7 | 4.7 |
Treynor Ratio | NA | -0.95 | -0.55 | -1.32 | 0.71 | 0.06 | NA | -0.22 | 0.2 | -2.02 | 2.17 | -1.2 | -0.32 | -0.15 | -0.04 | -0.01 | -0.28 | -0.4 | 0.84 | -0.2 | -0.79 | -0.5 | 0.26 | -0.88 | -1.39 |
Alpha | NA | -0.04 | -0.03 | -0.02 | 0.0 | 0.0 | NA | 0.01 | 0.0 | -0.04 | -0.01 | 0.03 | 0.03 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.01 | 0.03 | 0.03 | 0.0 | 0.02 | 0.03 |
Beta | NA | 0.09 | 0.1 | 0.04 | -0.02 | -0.03 | NA | -0.07 | 0.0 | 0.06 | -0.01 | -0.06 | -0.15 | -0.06 | -0.1 | -0.06 | -0.06 | -0.07 | -0.01 | -0.07 | -0.08 | -0.1 | -0.06 | -0.12 | -0.07 |
RSquared | NA | 0.04 | 0.05 | 0.01 | 0.01 | 0.02 | NA | 0.09 | 0.0 | 0.05 | 0.0 | 0.28 | 0.25 | 0.19 | 0.12 | 0.11 | 0.09 | 0.12 | 0.01 | 0.23 | 0.32 | 0.22 | 0.1 | 0.21 | 0.08 |
Yield(%) | N/A | 1.2 | 3.3 | 1.8 | 1.6 | 1.6 | 1.7 | N/A | 3.1 | 1.3 | 0.5 | 0.8 | 2.1 | 2.0 | 1.4 | 1.2 | 1.2 | 1.2 | 1.4 | 2.0 | 2.3 | 2.3 | 2.3 | 3.2 | 2.8 |
Dividend Growth(%) | N/A | -59.8 | 65.7 | 29.2 | 10.7 | N/A | N/A | N/A | 112.2 | 127.8 | -28.0 | -59.7 | 5.1 | 37.2 | 19.4 | 0.0 | 2.9 | -18.6 | -30.6 | -7.5 | 1.5 | -1.5 | -23.9 | 17.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/30/2007
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