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SPTL: SPDR Barclays Long Term Treasury (ETF)
Basic Info 26.76 0.15(0.56%) May 08
Asset Class: | EQUITY |
MyPlanIQ Rating: | (96%) |
Start Date: | 05/31/2007 |
Last Dividend Date: | 05/01/2024 |
12-Mo. Yield | 3.27% |
Expenses | - |
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Performance Analytics (As of 05/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.8 | -6.3 | -7.8 | -10.1 | -3.4 | 0.1 | 1.7 | -2.1 | 3.3 | -29.4 | -5.0 | 18.1 | 13.7 | -1.6 | 8.0 | -0.2 | -2.9 | 23.5 | -13.5 | 1.4 | 28.1 | 6.7 | -14.8 | 21.2 | 8.2 |
Sharpe Ratio | NA | -1.78 | -0.96 | -0.75 | -0.3 | -0.08 | NA | 0.11 | -0.05 | -1.62 | -0.39 | 0.87 | 1.07 | -0.32 | 0.78 | -0.03 | -0.2 | 2.43 | -1.14 | 0.11 | 1.7 | 0.51 | -0.97 | 1.42 | 1.22 |
Draw Down(%) | NA | 9.4 | 19.5 | 41.0 | 46.2 | 46.2 | NA | 46.2 | 20.8 | 34.7 | 14.5 | 15.0 | 8.0 | 9.7 | 5.0 | 17.5 | 14.9 | 4.8 | 16.0 | 9.0 | 9.5 | 13.4 | 17.4 | 7.3 | 4.7 |
Standard Deviation(%) | NA | 13.0 | 15.2 | 16.5 | 16.7 | 14.2 | NA | 13.9 | 16.9 | 19.1 | 12.9 | 20.3 | 11.6 | 9.1 | 9.5 | 12.1 | 14.6 | 9.7 | 11.9 | 12.5 | 16.6 | 13.0 | 15.5 | 14.2 | 9.5 |
Treynor Ratio | NA | -0.98 | -0.42 | -1.84 | 0.36 | 0.06 | NA | -0.07 | -0.06 | -3.82 | 0.4 | -0.63 | -0.29 | 0.18 | -0.15 | 0.01 | 0.08 | -0.61 | 0.62 | -0.02 | -0.59 | -0.19 | 0.93 | -1.39 | -0.59 |
Alpha | NA | -0.11 | -0.08 | -0.05 | -0.01 | 0.01 | NA | 0.02 | -0.01 | -0.13 | -0.01 | 0.1 | 0.09 | -0.01 | 0.07 | 0.02 | -0.01 | 0.1 | -0.03 | 0.05 | 0.11 | 0.05 | -0.04 | 0.05 | 0.04 |
Beta | NA | 0.23 | 0.35 | 0.07 | -0.14 | -0.18 | NA | -0.22 | 0.14 | 0.08 | -0.13 | -0.28 | -0.42 | -0.16 | -0.5 | -0.34 | -0.37 | -0.38 | -0.22 | -0.61 | -0.48 | -0.35 | -0.16 | -0.15 | -0.2 |
RSquared | NA | 0.05 | 0.08 | 0.01 | 0.03 | 0.05 | NA | 0.1 | 0.01 | 0.01 | 0.02 | 0.23 | 0.22 | 0.08 | 0.14 | 0.14 | 0.15 | 0.22 | 0.04 | 0.41 | 0.49 | 0.25 | 0.09 | 0.17 | 0.15 |
Yield(%) | N/A | 1.2 | 3.3 | 2.2 | 2.3 | 2.2 | 2.4 | N/A | 3.2 | 1.9 | 1.6 | 2.0 | 2.7 | 2.6 | 1.8 | 1.5 | 1.3 | 1.6 | 1.4 | 1.2 | 2.0 | 2.0 | 1.8 | 2.2 | 1.4 |
Dividend Growth(%) | N/A | -63.2 | 15.0 | N/A | N/A | N/A | N/A | N/A | 18.7 | 12.7 | -10.1 | -16.0 | 0.0 | 54.1 | 17.3 | 8.3 | 0.0 | 2.1 | 9.3 | -21.8 | 1.9 | -5.3 | -5.0 | 66.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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