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SPDR Portfolio Long Term Corporate Bond ETF (SPLB)

23.70 +0.17 (+0.72%)
At close: October 15 at 4:00 PM EDT

ETF Summary

The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index and in securities that the Adviser determines have economic characteristics that are substantially identical to the economic characteristics of the securities that comprise the index. The index is designed to measure the performance of U.S. corporate bonds that have a maturity of greater than or equal to 10 years.

Risk Overview

Performance & Risk

YTD Return 3.41%
5y Average Return -0.54%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 2.09
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SPLBCategory AverageSPLBCategory AverageSPLBCategory Average
Alpha 3.26 1.94 2.41 1.66 1.61 1.3
BETA 2.09 1.83 2.2 1.93 2.19 1.99
Mean Annual Return -0.27 -0.27 0.05 0.03 0.32 0.29
R-squared 94.52 94.17 84.53 86.43 82.63 85.64
Standard Deviation 16.22 14.24 14.86 12.9 11.86 10.56
Sharpe Ratio -0.44 -0.51 -0.12 -0.16 0.18 0.16
Treynor Ratio -3.96 -4.42 -1.34 -1.52 0.64 0.62

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