SPDR NUVEEN ICE HIGH YIELD MUNICIPAL BOND ETF ETFs
Alpha 1 Year |
-3.35 |
Alpha 10 Years |
1.09 |
Alpha 3 Years |
0.40 |
Alpha 5 Years |
3.21 |
Average Gain 1 Year |
1.27 |
Average Gain 10 Years |
1.24 |
Average Gain 3 Years |
1.91 |
Average Gain 5 Years |
1.65 |
Average Loss 1 Year |
-1.40 |
Average Loss 10 Years |
-1.86 |
Average Loss 3 Years |
-2.07 |
Average Loss 5 Years |
-1.92 |
Batting Average 1 Year |
58.33 |
Batting Average 10 Years |
61.67 |
Batting Average 3 Years |
50.00 |
Batting Average 5 Years |
56.67 |
Beta 1 Year |
0.70 |
Beta 10 Years |
1.08 |
Beta 3 Years |
1.09 |
Beta 5 Years |
1.12 |
Capture Ratio Down 1 Year |
65.18 |
Capture Ratio Down 10 Years |
98.25 |
Capture Ratio Down 3 Years |
92.13 |
Capture Ratio Down 5 Years |
85.78 |
Capture Ratio Up 1 Year |
48.13 |
Capture Ratio Up 10 Years |
111.48 |
Capture Ratio Up 3 Years |
92.96 |
Capture Ratio Up 5 Years |
117.29 |
Correlation 1 Year |
69.64 |
Correlation 10 Years |
74.36 |
Correlation 3 Years |
88.59 |
Correlation 5 Years |
87.22 |
High 1 Year |
26.23 |
Information Ratio 1 Year |
-0.95 |
Information Ratio 10 Years |
0.19 |
Information Ratio 3 Years |
0.00 |
Information Ratio 5 Years |
0.67 |
Low 1 Year |
23.95 |
Maximum Loss 1 Year |
-4.15 |
Maximum Loss 10 Years |
-19.64 |
Maximum Loss 3 Years |
-10.28 |
Maximum Loss 5 Years |
-19.64 |
Performance Current Year |
-2.27 |
Performance since Inception |
78.39 |
Risk adjusted Return 10 Years |
2.71 |
Risk adjusted Return 3 Years |
-0.63 |
Risk adjusted Return 5 Years |
1.66 |
Risk adjusted Return Since Inception |
1.73 |
R-Squared (R²) 1 Year |
48.49 |
R-Squared (R²) 10 Years |
55.29 |
R-Squared (R²) 3 Years |
78.49 |
R-Squared (R²) 5 Years |
76.07 |
Sortino Ratio 1 Year |
-0.68 |
Sortino Ratio 10 Years |
0.11 |
Sortino Ratio 3 Years |
-0.44 |
Sortino Ratio 5 Years |
-0.14 |
Tracking Error 1 Year |
3.90 |
Tracking Error 10 Years |
4.86 |
Tracking Error 3 Years |
4.22 |
Tracking Error 5 Years |
4.00 |
Trailing Performance 1 Month |
-0.36 |
Trailing Performance 1 Week |
-0.11 |
Trailing Performance 1 Year |
1.24 |
Trailing Performance 10 Years |
27.53 |
Trailing Performance 2 Years |
7.92 |
Trailing Performance 3 Months |
-4.17 |
Trailing Performance 3 Years |
4.47 |
Trailing Performance 4 Years |
-4.90 |
Trailing Performance 5 Years |
7.31 |
Trailing Performance 6 Months |
-3.99 |
Trailing Return 1 Month |
-0.35 |
Trailing Return 1 Year |
1.77 |
Trailing Return 10 Years |
2.42 |
Trailing Return 2 Months |
-2.11 |
Trailing Return 2 Years |
4.14 |
Trailing Return 3 Months |
-4.15 |
Trailing Return 3 Years |
1.48 |
Trailing Return 4 Years |
-1.17 |
Trailing Return 5 Years |
1.77 |
Trailing Return 6 Months |
-3.70 |
Trailing Return 6 Years |
1.01 |
Trailing Return 7 Years |
1.92 |
Trailing Return 8 Years |
1.93 |
Trailing Return 9 Months |
-2.02 |
Trailing Return 9 Years |
1.93 |
Trailing Return Since Inception |
4.18 |
Trailing Return YTD – Year to Date |
-2.24 |
Treynor Ratio 1 Year |
-4.38 |
Treynor Ratio 10 Years |
0.35 |
Treynor Ratio 3 Years |
-3.05 |
Treynor Ratio 5 Years |
-1.04 |
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