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SPDR Barclays High Yield Bond ETF

JNK
ETF · Currency in USD
ISIN
US78468R6229
CUSIP
78468R622
Issuer
State Street SPDR
Inception Date
Nov 28, 2007
Region
North America (U.S.)
Category
High Yield Bonds
Expense Ratio
0.40%
Index Tracked
Barclays Capital High Yield Very Liquid Index
ETF Home Page
www.ssga.com
Asset Class
Bond

JNKPrice Chart


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S&P 500

JNKPerformance

The chart shows the growth of $10,000 invested in SPDR Barclays High Yield Bond ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,576 for a total return of roughly 95.76%. All prices are adjusted for splits and dividends.


JNK (SPDR Barclays High Yield Bond ETF)
Benchmark (S&P 500)

JNKReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.71%
6M2.84%
YTD3.07%
1Y9.61%
5Y5.76%
10Y5.13%

JNKMonthly Returns Heatmap


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JNKSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SPDR Barclays High Yield Bond ETF Sharpe ratio is 2.00. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


JNK (SPDR Barclays High Yield Bond ETF)
Benchmark (S&P 500)

JNKDividends

SPDR Barclays High Yield Bond ETF granted a 4.56% dividend yield in the last twelve months, as of Jul 25, 2021. The annual payout for that period amounted to $5.01 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$5.01$5.57$5.96$5.95$6.17$7.17$6.71$6.94$7.36$7.58$9.68$12.98

Dividend yield

4.56%5.11%5.44%5.90%5.60%6.55%6.60%5.99%6.05%6.20%8.39%10.89%

JNKDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


JNK (SPDR Barclays High Yield Bond ETF)
Benchmark (S&P 500)

JNKWorst Drawdowns

The table below shows the maximum drawdowns of the SPDR Barclays High Yield Bond ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SPDR Barclays High Yield Bond ETF is 22.89%, recorded on Mar 23, 2020. It took 158 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.89%Feb 21, 202022Mar 23, 2020158Nov 4, 2020180
-16.95%Sep 3, 2014364Feb 11, 2016128Aug 15, 2016492
-10.94%Jul 22, 201152Oct 4, 201172Jan 18, 2012124
-8.74%May 4, 201013May 20, 201044Jul 23, 201057
-7.26%May 9, 201332Jun 24, 2013111Nov 29, 2013143
-7.1%Oct 2, 201858Dec 24, 201828Feb 5, 201986
-6.47%Jan 11, 201023Feb 11, 201017Mar 9, 201040
-4.6%May 3, 201221Jun 1, 201220Jun 29, 201241
-4.55%Jun 1, 201112Jun 16, 201114Jul 7, 201126
-4.23%Oct 25, 201614Nov 11, 201621Dec 13, 201635

JNKVolatility Chart

Current SPDR Barclays High Yield Bond ETF volatility is 5.34%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


JNK (SPDR Barclays High Yield Bond ETF)
Benchmark (S&P 500)

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