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SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT)

ETF · Currency in USD
ISIN
US78470P2002
CUSIP
78470P200
Issuer
State Street
Inception Date
Apr 13, 2016
Region
North America (U.S.)
Category
Total Bond Market
Expense Ratio
0.45%
Index Tracked
No Index (Active)
Asset Class
Bond

STOTPrice Chart


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STOTPerformance

The chart shows the growth of $10,000 invested in SPDR DoubleLine Short Duration Total Return Tactical ETF on Apr 15, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,973 for a total return of roughly 9.73%. All prices are adjusted for splits and dividends.


STOT (SPDR DoubleLine Short Duration Total Return Tactical ETF)
Benchmark (S&P 500)

STOTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-0.90%-3.97%
1M-0.76%-0.94%
6M-1.55%7.48%
1Y-1.21%21.47%
5Y1.68%14.98%
10Y1.64%14.59%

STOTMonthly Returns Heatmap


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STOTSharpe 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 DoubleLine Short Duration Total Return Tactical ETF Sharpe ratio is -0.73. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


STOT (SPDR DoubleLine Short Duration Total Return Tactical ETF)
Benchmark (S&P 500)

STOTDividends

SPDR DoubleLine Short Duration Total Return Tactical ETF granted a 1.78% dividend yield in the last twelve months, as of Jan 19, 2022. The annual payout for that period amounted to $0.87 per share.


PeriodTTM202120202019201820172016
Dividend$0.87$0.87$0.83$1.29$1.22$0.96$1.03

Dividend yield

1.78%1.76%1.69%2.69%2.65%2.12%2.30%

STOTDrawdowns Chart

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


STOT (SPDR DoubleLine Short Duration Total Return Tactical ETF)
Benchmark (S&P 500)

STOTWorst Drawdowns

The table below shows the maximum drawdowns of the SPDR DoubleLine Short Duration Total Return Tactical 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 DoubleLine Short Duration Total Return Tactical ETF is 5.13%, recorded on Mar 24, 2020. It took 85 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.13%Mar 6, 202013Mar 24, 202085Jul 28, 202098
-1.72%Aug 4, 2021116Jan 18, 2022
-1.59%Nov 8, 201626Dec 14, 201681Apr 12, 2017107
-1.33%Sep 8, 2017157Apr 26, 201880Aug 20, 2018237
-0.85%Feb 16, 202123Mar 18, 202175Jul 6, 202198
-0.8%May 19, 201730Jun 30, 201723Aug 3, 201753
-0.72%Aug 21, 201833Oct 5, 201850Dec 18, 201883
-0.57%Apr 19, 201715May 9, 20175May 16, 201720
-0.48%Oct 19, 20167Oct 27, 20167Nov 7, 201614
-0.44%Sep 5, 20197Sep 13, 201913Oct 2, 201920

STOTVolatility Chart

Current SPDR DoubleLine Short Duration Total Return Tactical ETF volatility is 1.37%. 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.


STOT (SPDR DoubleLine Short Duration Total Return Tactical ETF)
Benchmark (S&P 500)

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