NYSEArca - Delayed Quote USD

SPDR Bloomberg Short Term High Yield Bond ETF (SJNK)

25.46 -0.04 (-0.16%)
At close: October 23 at 4:00 PM EDT
26.49 +1.03 (+4.05%)
After hours: October 23 at 7:45 PM EDT

ETF 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 short-term publicly issued U.S. dollar-denominated high yield corporate bonds.

Risk Overview

Performance & Risk

YTD Return 7.30%
5y Average Return 5.01%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.61
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SJNKCategory AverageSJNKCategory AverageSJNKCategory Average
Alpha 3.78 3.06 4.08 3.57 2.62 2.49
BETA 0.61 0.76 0.63 0.78 0.5 0.65
Mean Annual Return 0.38 0.26 0.44 0.38 0.37 0.36
R-squared 55.1 55.04 26.3 30.22 15.2 20.46
Standard Deviation 6.3 7.78 7.67 9 6.29 7.24
Sharpe Ratio 0.13 -0.08 0.38 0.24 0.44 0.38
Treynor Ratio 1.02 -1 4.21 2.44 5.22 4.12

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