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SPDR Blackstone Senior Loan ETF (SRLN)

ETF · Currency in USD
ISIN
US78467V6083
CUSIP
78467V608
Issuer
State Street
Inception Date
Apr 3, 2013
Region
Developed Markets (Broad)
Category
High Yield Bonds
Expense Ratio
0.70%
Index Tracked
Markit iBoxx USD Liquid Leveraged Loan Index
ETF Home Page
www.ssga.com
Asset Class
Bond

SRLNPrice Chart


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SRLNPerformance

The chart shows the growth of $10,000 invested in SPDR Blackstone Senior Loan ETF on Apr 5, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,146 for a total return of roughly 31.46%. All prices are adjusted for splits and dividends.


SRLN (SPDR Blackstone Senior Loan ETF)
Benchmark (S&P 500)

SRLNReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.50%0.43%
6M0.91%9.37%
YTD3.37%22.33%
1Y5.21%26.59%
5Y4.08%15.74%
10Y3.21%13.31%

SRLNMonthly Returns Heatmap


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SRLNSharpe 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 Blackstone Senior Loan ETF Sharpe ratio is 2.72. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


SRLN (SPDR Blackstone Senior Loan ETF)
Benchmark (S&P 500)

SRLNDividends

SPDR Blackstone Senior Loan ETF granted a 4.46% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $2.03 per share.


PeriodTTM20202019201820172016201520142013
Dividend$2.03$2.24$2.51$2.23$1.89$2.02$2.04$1.78$0.95

Dividend yield

4.46%4.91%5.39%4.98%4.01%4.25%4.43%3.66%1.91%

SRLNDrawdowns Chart

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


SRLN (SPDR Blackstone Senior Loan ETF)
Benchmark (S&P 500)

SRLNWorst Drawdowns

The table below shows the maximum drawdowns of the SPDR Blackstone Senior Loan 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 Blackstone Senior Loan ETF is 22.29%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.29%Feb 20, 202023Mar 23, 2020161Nov 9, 2020184
-5.57%Jul 17, 2015146Feb 12, 2016109Jul 20, 2016255
-4.61%Oct 17, 201847Dec 24, 201841Feb 25, 201988
-2.71%Dec 1, 201413Dec 17, 201438Feb 12, 201551
-1.87%Sep 8, 201430Oct 17, 201427Nov 25, 201457
-1.21%Aug 2, 201910Aug 15, 201917Sep 10, 201927
-1.19%May 10, 201338Jul 3, 201313Jul 23, 201351
-1.16%May 6, 201919May 31, 201932Jul 17, 201951
-1.14%Mar 4, 201919Mar 28, 20196Apr 5, 201925
-1.1%Sep 23, 201914Oct 10, 201926Nov 15, 201940

SRLNVolatility Chart

Current SPDR Blackstone Senior Loan ETF volatility is 2.99%. 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.


SRLN (SPDR Blackstone Senior Loan ETF)
Benchmark (S&P 500)

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