Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CJNK (SPDR ICE BofAML Broad High Yield Bond ETF) | NA | 10.21% | 6.43% | 4.96% | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 06/20/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CJNK (SPDR ICE BofAML Broad High Yield Bond ETF) | 06/20/2012 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.07 | 10.21 | 6.43 | 4.96 | NA | NA | NA | … | … | 0.93 | 0.47 | 8.93 | -3.34 | 7.35 | 12.23 | -3.57 | 7.41 | -1.34 | 6.18 |
| Sharpe Ratio | NA | 1.15 | 0.23 | 0.26 | NA | NA | NA | … | … | 0.43 | 0.02 | 1.85 | -1.08 | 1.18 | 1.26 | -0.51 | 1.16 | -0.16 | 1.80 |
| Standard Deviation(%) | NA | 4.21 | 10.02 | 8.67 | NA | NA | NA | … | … | 3.36 | 15.79 | 4.42 | 4.33 | 5.74 | 9.48 | 7.06 | 6.40 | 8.56 | 6.72 |
| Draw Down(%) | NA | 2.42 | 22.36 | 22.36 | NA | NA | NA | … | … | 2.09 | 22.36 | 1.78 | 4.20 | 2.01 | 4.17 | 6.92 | 2.48 | 7.24 | 2.07 |
| Yield(%) | 0.00 | 5.56 | 5.05 | 4.52 | 4.06 | 2.70 | 2.03 | … | … | 3.10 | 5.65 | 4.49 | 3.83 | 4.51 | 4.55 | 3.97 | 4.07 | 4.16 | 1.92 |
Data as of 08/23/2021, Common starting date is 06/20/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CJNK (SPDR ICE BofAML Broad High Yield Bond ETF) |
-0.50%
Mar 2017 – Mar 2020 |
1.20%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CJNK (SPDR ICE BofAML Broad High Yield Bond ETF) |
7.21%
Jul 2018 – Jul 2021 |
7.01%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart