SPDR Portfolio Performance

SPDR Portfolio Intermediate Term Corporate Bond -- USA Etf  

USD 33.95  0.07  0.21%

The entity has beta of -0.079 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 Inter 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 Intermediate Term Corporate Bond exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

SPDR Portfolio Inter Relative Risk vs. Return Landscape

If you would invest  3,414  in SPDR Portfolio Intermediate Term Corporate Bond on December 23, 2017 and sell it today you would lose (19)  from holding SPDR Portfolio Intermediate Term Corporate Bond or give up 0.56% of portfolio value over 30 days. SPDR Portfolio Intermediate Term Corporate Bond is currenly does not generate positive expected returns and assumes 0.107% risk (volatility on return distribution) over the 30 days horizon. In different words, 0% of equities are less volatile than SPDR Portfolio Intermediate Term Corporate Bond and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, SPDR Portfolio Intermediate Term Corporate 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 4.33 times less risky than the market. the firm trades about -0.27 of its potential returns per unit of risk. The DOW is currently generating roughly 0.63 of returns per unit of risk over similar time horizon.

SPDR Portfolio Realized Returns

SPDR Portfolio Daily Price Distribution

The median price of SPDR Portfolio for the period between Sat, Dec 23, 2017 and Mon, Jan 22, 2018 is 34.14 with a coefficient of variation of 0.2. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 34.14, and mean deviation of 0.05. The Etf received some media coverage during the period.

Risk-Adjusted Performance

Over the last 30 days SPDR Portfolio Intermediate Term Corporate Bond has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

SPDR Portfolio Sharpe Ratio = -0.2741
Good Returns
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Based on monthly moving average SPDR Portfolio 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 Portfolio by adding it to a well-diversified portfolio.


SPDR Portfolio Inter Dividends Analysis
Check SPDR Portfolio Inter dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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