- ISIN
- US86310N2027
- CUSIP
- 86310N202
- IPO Date
- Aug 1, 2007
Highlights
- Year Range
- $22.05 - $23.60
Share Price Chart
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Performance
GJT Performance Chart
Strats(SM) Trust For Allstate Corp Securities, Series 2006-3 06-3 ASSET BKD (GJT) is up 0.6% since the beginning of the year. At $23 per share, GJT is trading just below its 52-week high of $24. Investors who bought $1,000 worth of GJT shares 5 years ago would now be looking at an investment worth $1,121.
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Returns By Period
Strats(SM) Trust For Allstate Corp Securities, Series 2006-3 06-3 ASSET BKD (GJT) has returned 0.63% so far this year and 3.43% over the past 12 months. Over the last ten years, GJT has returned 2.78% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Strats(SM) Trust For Allstate Corp Securities, Series 2006-3 06-3 ASSET BKD
- 1D
- 0.00%
- 1M
- 0.83%
- YTD
- 0.63%
- 6M
- 0.30%
- 1Y
- 3.43%
- 3Y*
- 1.92%
- 5Y*
- 2.31%
- 10Y*
- 2.78%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GJT Monthly Returns History
Based on dividend-adjusted daily data since Aug 1, 2007, GJT's average daily return is +0.01%, while the average monthly return is +0.19%. At this rate, an investment would double in approximately 30.4 years.
Historically, 56% of months were positive and 44% were negative. The best month was Mar 2009 with a return of +34.3%, while the worst month was Oct 2008 at -27.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, GJT closed higher 28% of trading days. The best single day was Dec 5, 2008 with a return of +16.5%, while the worst single day was Nov 20, 2008 at -30.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.59% | -0.34% | -0.13% | 0.43% | 0.47% | -0.39% | 0.63% | ||||||
| 2025 | -1.56% | 0.87% | -0.66% | -2.43% | 2.05% | -0.19% | 1.01% | -1.27% | 2.81% | -1.82% | 0.75% | 1.11% | 0.54% |
| 2024 | -0.63% | 0.04% | 1.23% | 2.04% | 0.20% | -1.93% | 2.20% | -0.03% | -0.54% | 0.35% | 0.53% | 0.13% | 3.56% |
| 2023 | 1.80% | 1.68% | -1.06% | -0.42% | 1.17% | 0.95% | -0.11% | 0.07% | -0.63% | 0.37% | -0.65% | 2.78% | 6.05% |
| 2022 | 0.24% | -1.17% | 2.65% | 1.76% | -2.67% | -0.15% | 0.05% | 0.72% | 0.44% | 0.47% | -0.95% | -0.12% | 1.19% |
| 2021 | -0.96% | -1.92% | 0.42% | -0.10% | 0.35% | 1.82% | 0.00% | -0.97% | 1.15% | -0.65% | 0.15% | 0.10% | -0.67% |
Benchmark Metrics
Strats(SM) Trust For Allstate Corp Securities, Series 2006-3 06-3 ASSET BKD has an annualized alpha of 1.75%, beta of 0.14, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since August 01, 2007.
- This stock participated in 56.37% of S&P 500 Index downside but only 29.99% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.14 may look defensive, but with R2 of 0.01 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
- R2 of 0.01 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.75%
- Beta
- 0.14
- R²
- 0.01
- Upside Capture
- 29.99%
- Downside Capture
- 56.37%
Return for Risk
Risk / Return Rank
GJT ranks 57 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Strats(SM) Trust For Allstate Corp Securities, Series 2006-3 06-3 ASSET BKD (GJT) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GJT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.37 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 2.78 | -1.45 |
| Martin ratioReturn relative to average drawdown | 2.95 | 12.44 | -9.49 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Strats(SM) Trust For Allstate Corp Securities, Series 2006-3 06-3 ASSET BKD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Strats(SM) Trust For Allstate Corp Securities, Series 2006-3 06-3 ASSET BKD was 76.78%, occurring on Nov 20, 2008. Recovery took 3588 trading sessions.
The current Strats(SM) Trust For Allstate Corp Securities, Series 2006-3 06-3 ASSET BKD drawdown is 1.28%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -76.78%Nov 2008 | 1y 3mo | 14y 3mo | 15y 7moAug 2007 - Feb 2023 |
2023 pullback2023 | -5.33%Nov 2023 | 2d | 3mo 24d | 3mo 26dNov 2023 - Mar 2024 |
2023 pullback2023 | -5.31%Mar 2023 | 16d | 5mo 20d | 6mo 6dFeb 2023 - Sep 2023 |
2025 selloff2025 | -4.58%Apr 2025 | 7mo 15d | 7mo 5d | 1y 2moSep 2024 - Dec 2025 |
2023 pullback2023 | -4.04%Nov 2023 | 2mo 1d | 2d | 2mo 3dSep 2023 - Nov 2023 |
Drawdown Indicators
| GJT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.78% | -56.78% | -20.00% |
Max Drawdown (1Y)Largest decline over 1 year | -2.60% | -9.10% | +6.50% |
Max Drawdown (3Y)Largest decline over 3 years | -5.33% | -18.90% | +13.57% |
Max Drawdown (5Y)Largest decline over 5 years | -8.18% | -25.43% | +17.25% |
Max Drawdown (10Y)Largest decline over 10 years | -20.22% | -33.92% | +13.70% |
Current DrawdownCurrent decline from peak | -1.28% | -1.80% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -16.29% | -10.71% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.03% | -0.86% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of Strats(SM) Trust For Allstate Corp Securities, Series 2006-3 06-3 ASSET BKD over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how Strats(SM) Trust For Allstate Corp Securities, Series 2006-3 06-3 ASSET BKD is priced in the market compared to other companies in the undefined industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
Income Statement
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Effect Of Accounting Charges | — |
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Minority Interest | — |
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Interest Income | — |
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Net Interest Income | — |
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