State Street SPDR Portfolio Mortgage Backed Bond ETF (SPMB)
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Learn moreETF 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 the U.S. agency mortgage pass-through segment of the U.S. investment grade bond market.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | -0.36% |
| 5y Average Return | 0.22% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.15 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
SPMB | Category Average | SPMB | Category Average | SPMB | Category Average |
|
Alpha
|
0.5 | 0.28 | 0.7 | -0.14 | -0.38 | -0.61 |
|
BETA
|
1.15 | 0.97 | 1.11 | 0.9 | 0.99 | 0.8 |
|
Mean Annual Return
|
0.38 | 0.32 | -0.02 | 0.05 | 0.08 | 0.11 |
|
R-squared
|
99.15 | 96.15 | 98.17 | 93.29 | 91.36 | 86.46 |
|
Standard Deviation
|
6.5 | -- | 7.22 | -- | 5.32 | -- |
|
Sharpe Ratio
|
0.01 | -0.18 | -0.58 | -0.56 | -0.31 | -0.28 |
|
Treynor Ratio
|
-0.14 | -1.25 | -4.02 | -3.97 | -1.82 | -1.65 |
