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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