SPDR Portfolio Backtesting

SPDR Portfolio Interm Term Corp Bd ETF -- USA Etf  

USD 33.47  0.01  0.0299%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of SPDR Portfolio Interm Term Corp Bd ETF and determine expected loss or profit from investing in SPDR Portfolio over given investment horizon. Also please take a look at SPDR Portfolio Hype Analysis, SPDR Portfolio Correlation, Portfolio Optimization, SPDR Portfolio Volatility as well as analyze SPDR Portfolio Alpha and Beta and SPDR Portfolio Performance
 Time Horizon     30 Days    Login   to change

SPDR Portfolio 'What if' Analysis

February 16, 2018
No Change 0.00  0.0%
In 30 days
March 18, 2018
If you would invest  0.00  in SPDR Portfolio on February 16, 2018 and sell it all today you would earn a total of 0.00 from holding SPDR Portfolio Interm Term Corp Bd ETF or generate 0.0% return on investment in SPDR Portfolio over 30 days. SPDR Portfolio is related to or competes with iShares iBoxx, iShares iBoxx, iShares 1, SPDR Blmbg, iShares Intermediate, and SPDR Blmbg. The investment seeks to provide investment results that correspond generally to the price and yield performance of the B...

SPDR Portfolio Upside/Downside Indicators


SPDR Portfolio Market Premium Indicators

SPDR Portfolio Interm lagged returns against current returns

 Current and Lagged Values 

SPDR Portfolio regressed lagged prices vs. current prices

 Current vs Lagged Prices 

SPDR Portfolio Interm Backtested Returns

Macroaxis considers SPDR Portfolio to be not too risky. SPDR Portfolio Interm owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2156 which indicates SPDR Portfolio Interm had -0.2156% of return per unit of volatility over the last 1 month. Macroaxis approach towards measuring risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. SPDR Portfolio Interm Term Corp Bd ETF exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate SPDR Portfolio Risk Adjusted Performance of 0.24 and Coefficient Of Variation of 818.31 to confirm risk estimate we provide. The entity has beta of -0.0083 which indicates as returns on market increase, returns on owning SPDR Portfolio are expected to decrease at a much smaller rate. During bear market, SPDR Portfolio is likely to outperform the market.. Even though it is essential to pay attention to SPDR Portfolio Interm current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis approach towards measuring future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. SPDR Portfolio Interm Term Corp Bd ETF exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.33 

Below average predictability

SPDR Portfolio Interm Term Corp Bd ETF has below average predictability. Overlapping area represents the amount of predictability between SPDR Portfolio time series from February 16, 2018 to March 3, 2018 and March 3, 2018 to March 18, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SPDR Portfolio Interm price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current SPDR Portfolio price fluctuation can be explain by its past prices.
Correlation Coefficient 0.33
Spearman Rank Test 0.25
Average Price 33.47
Lagged Average Price 33.57

SPDR Portfolio Lagged Returns

 Regressed Prices 

SPDR Portfolio Performance vs DOW

The median price of SPDR Portfolio for the period between Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 33.52 with a coefficient of variation of 0.19. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 33.52, and mean deviation of 0.05. The Etf received some media coverage during the period.
 Price Growth (%)  
SPDR Series Trust Holdings Raised by WealthTrust Fairport LL...03/13/2018