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Benchmark SP 500  1,652   12.77  Index Moved Up 0.78% United States ...


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SPDR performance

 
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SPDR Barclays Aggregate

ETF@Archipelago Exchange 
United States USD
      
The organization has beta of -0.04 which indicates as returns on market increase, returns on owning SPDR are expected to decrease at a much smaller rate. During bear market, SPDR is likely to outperform the market. Even though it is essential to pay attention to SPDR Barclays Aggregate 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 Barclays Aggregate Bond exposes twenty-eight different technical indicators which can help you to evaluate its performance.
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Investment horizon: 
  30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  5,821  in SPDR Barclays Aggregate Bond on May 20, 2013 and sell it today you would lose (76.00) from holding SPDR Barclays Aggregate Bond or give up 1.31% of portfolio value over 30 days. SPDR Barclays Aggregate Bond is generating negative expected returns assuming volatility of 0.25% on return distribution over 30 days investment horizon. In other words, 3% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
Daily Expected Return (%)
 
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Considering 30-days investment horizon, SPDR Barclays Aggregate Bond is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 3.36 times less risky than the market. the firm trades about -0.24 of its potential returns per unit of risk. The S&P 500 is currently generating roughly -0.05 of returns per unit of risk over similar time horizon.

SPDR Realized Returns

SPDR Annual Yield vs Year to Date Return

SPDR Barclays Aggregate Bond is rated below average in annual yield as compared to similar ETFs. It is rated below average in year to date return as compared to similar ETFs .
SPDR
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days SPDR Barclays Aggregate Bond has generated negative risk-adjusted returns adding no value to investors with long positions.
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1 Month Efficiency (a.k Sharpe Ratio) ...

-0.23

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Estimated Market Risk

 0.25
  actual daily
 
 97 %
of total potential
 
Market Risk score

Expected Return

 -0.06
  actual daily
 
 1 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 -0.23
  actual daily
 
 1 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average SPDR is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SPDR by adding it to a well-diversified portfolio.

 
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