Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITE (SPDR Bloomberg Barclays Intermediate Term Treasury ETF) | NA | 2,043.52% | 180.49% | 86.07% | 38.28% | NA | NA | 32.91% |
Data as of 01/24/2020, AR inception is 05/30/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITE (SPDR Bloomberg Barclays Intermediate Term Treasury ETF) | 05/30/2007 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2,043.52 | 180.49 | 86.07 | 38.28 | NA | NA | 32.91 | 1,915.09 | 4.58 | 0.24 | -0.42 | -0.88 | 0.40 | 1.40 | -2.64 | -0.54 | 4.23 | 2.63 | -3.79 | 7.99 | 4.29 |
| Sharpe Ratio | NA | 5.49 | 0.95 | 0.59 | 0.37 | NA | NA | 0.33 | NA | -4.84 | -8.10 | -9.56 | -13.08 | -6.19 | -7.83 | -9.70 | -9.24 | -3.97 | -4.10 | -4.01 | -1.08 | -4.24 |
| Standard Deviation(%) | NA | 366.71 | 183.93 | 139.05 | 96.66 | NA | NA | 85.70 | 0.00 | 3.66 | 2.64 | 2.06 | 2.67 | 2.93 | 2.18 | 2.18 | 2.08 | 3.60 | 3.89 | 5.59 | 10.71 | 4.71 |
| Draw Down(%) | NA | 2.25 | 4.85 | 6.72 | 6.72 | NA | NA | 7.77 | 0.00 | 2.25 | 2.96 | 2.16 | 4.03 | 1.94 | 1.01 | 3.53 | 1.84 | 1.68 | 3.50 | 5.55 | 7.77 | 1.82 |
| Yield(%) | 0.00 | 1.46 | 1.63 | 1.46 | 1.68 | 1.81 | 1.35 | 2.26 | 0.00 | 1.46 | 1.98 | 1.46 | 1.33 | 1.19 | 1.07 | 1.43 | 1.95 | 2.21 | 2.29 | 2.25 | 3.12 | 2.86 |
Data as of 01/24/2020, AR inception is 05/30/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITE (SPDR Bloomberg Barclays Intermediate Term Treasury ETF) |
0.09%
Sep 2015 - Sep 2018 |
0.43%
Apr 2013 - Apr 2018 |
1.74%
Nov 2008 - Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITE (SPDR Bloomberg Barclays Intermediate Term Treasury ETF) |
7.30%
Jun 2007 - Jun 2010 |
5.95%
Jun 2007 - Jun 2012 |
3.41%
Jun 2007 - Jun 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart