Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MBG (SPDR Bloomberg Barclays Mortgage Backed Bond ETF) | NA | -0.62% | 3.60% | 1.65% | 1.99% | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 02/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MBG (SPDR Bloomberg Barclays Mortgage Backed Bond ETF) | 02/02/2009 | 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 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | -0.62 | 3.60 | 1.65 | 1.99 | NA | NA | … | … | -2.27 | 1.19 | 5.56 | 1.00 | 0.11 | 0.89 | 1.74 | 5.97 | -1.80 | 2.11 | 7.64 | 4.81 | 4.87 |
| Sharpe Ratio | NA | -1.66 | 0.10 | -0.02 | 0.16 | NA | NA | … | … | -1.73 | 0.05 | 2.42 | -0.11 | -0.13 | 0.20 | 0.46 | 1.61 | -0.53 | 0.67 | 1.67 | 1.02 | 0.42 |
| Standard Deviation(%) | NA | 2.03 | 10.44 | 8.39 | 6.43 | NA | NA | … | … | 2.06 | 17.67 | 2.55 | 2.89 | 3.92 | 3.46 | 3.71 | 3.70 | 3.47 | 3.11 | 4.56 | 4.64 | 12.57 |
| Draw Down(%) | NA | 3.78 | 12.60 | 12.60 | 12.60 | NA | NA | … | … | 2.80 | 12.60 | 0.84 | 2.46 | 2.92 | 3.93 | 2.00 | 1.36 | 4.06 | 1.44 | 1.64 | 2.99 | 4.95 |
| Yield(%) | 0.00 | 2.65 | 3.12 | 2.90 | 2.82 | 2.64 | 1.98 | … | … | 1.48 | 2.98 | 3.33 | 3.28 | 3.10 | 2.95 | 3.02 | 3.62 | 0.95 | 2.36 | 3.97 | 4.22 | 3.58 |
Data as of 08/23/2021, Common starting date is 02/02/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBG (SPDR Bloomberg Barclays Mortgage Backed Bond ETF) |
-0.26%
Apr 2015 – Apr 2018 |
0.97%
Apr 2013 – Apr 2018 |
2.21%
Jul 2011 – Jul 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MBG (SPDR Bloomberg Barclays Mortgage Backed Bond ETF) |
5.80%
Jun 2009 – Jun 2012 |
3.97%
Jun 2009 – Jun 2014 |
2.96%
Jun 2009 – Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart