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BWX: SPDR® Bloomberg International Treasury Bond ETF (ETF)
Basic Info 22.01 0.18(0.81%) November 01
Asset Class: | WORLD BOND |
MyPlanIQ Rating: | (98%) |
Start Date: | 10/11/2007 |
Last Dividend Date: | 11/01/2024 |
12-Mo. Yield | 2.16% |
Expenses | 0.35% |
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Performance Analytics (As of 11/01/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.7 | -3.5 | 6.8 | -6.9 | -4.1 | -1.6 | -0.6 | 0.4 | 5.0 | -19.8 | -8.7 | 9.6 | 5.6 | -1.8 | 9.9 | 0.6 | -6.7 | -2.5 | -3.6 | 5.7 | 4.0 | 3.8 | 5.4 | 4.2 | 4.0 |
Sharpe Ratio | NA | -1.38 | 0.03 | -1.01 | -0.65 | -0.37 | NA | -0.07 | 0.07 | -1.65 | -1.45 | 0.82 | 0.85 | -0.55 | 1.43 | 0.05 | -0.82 | -0.45 | -0.47 | 0.91 | 0.45 | 0.37 | 0.47 | 0.23 | 2.23 |
Draw Down(%) | NA | 7.2 | 7.9 | 28.8 | 34.1 | 34.1 | NA | 34.1 | 10.8 | 27.3 | 10.5 | 13.4 | 3.3 | 8.9 | 4.4 | 12.7 | 8.4 | 8.4 | 8.3 | 3.7 | 8.1 | 9.4 | 10.9 | 16.9 | 4.6 |
Standard Deviation(%) | NA | 8.2 | 8.8 | 10.6 | 10.0 | 8.6 | NA | 9.0 | 10.5 | 12.9 | 6.0 | 11.4 | 4.9 | 5.6 | 6.6 | 7.9 | 8.2 | 5.7 | 7.7 | 6.2 | 8.7 | 10.2 | 11.3 | 14.0 | 7.8 |
Treynor Ratio | NA | -0.03 | 0.0 | -0.09 | -0.06 | -0.03 | NA | -0.01 | 0.01 | -0.19 | -0.08 | 0.09 | 0.04 | -0.04 | 0.1 | 0.0 | -0.07 | -0.03 | -0.04 | 0.06 | 0.04 | 0.04 | 0.06 | 0.05 | 0.22 |
Alpha | NA | 0.06 | 0.0 | 0.01 | 0.0 | 0.0 | NA | 0.0 | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | -0.01 | 0.01 | 0.0 | 0.01 | 0.02 |
Beta | NA | 3.55 | 1.16 | 1.14 | 1.1 | 1.01 | NA | 0.92 | 1.14 | 1.14 | 1.07 | 1.01 | 0.93 | 0.8 | 0.9 | 0.94 | 0.96 | 0.91 | 0.98 | 0.94 | 0.95 | 0.85 | 0.87 | 0.67 | 0.8 |
RSquared | NA | 0.11 | 0.24 | 0.7 | 0.67 | 0.73 | NA | 0.67 | 0.85 | 0.82 | 0.76 | 0.58 | 0.8 | 0.81 | 0.86 | 0.91 | 0.91 | 0.83 | 0.88 | 0.75 | 0.73 | 0.64 | 0.77 | 0.35 | 0.69 |
Yield(%) | N/A | 1.6 | N/A | N/A | N/A | N/A | N/A | N/A | 1.7 | 0.9 | 0.8 | 1.1 | 1.2 | 1.1 | 0.5 | 0.0 | 0.0 | 1.7 | 1.8 | 1.9 | 3.4 | 0.9 | 0.9 | 3.0 | 0.6 |
Dividend Growth(%) | N/A | -3.6 | N/A | N/A | N/A | N/A | N/A | N/A | 44.9 | 6.1 | -23.0 | -4.8 | 3.7 | 147.7 | N/A | N/A | -100.0 | -9.4 | -3.9 | -42.8 | 271.0 | 8.1 | -69.7 | 412.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/05/2007
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