SPDR Portfolio Intermediate Term Treasury ETF (SPTI): Historical Returns

Data Source: from June 2007 to February 2024 (~17 years)
Consolidated Returns as of 29 February 2024
Category: Fixed Income
SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF
ETF • LIVE PERFORMANCE (USD currency)
1.52%
February 2024

In the last 10 Years, the SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF obtained a 0.89% compound annual return, with a 4.06% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Intermediate-Term

Investment Returns as of Feb 29, 2024

The SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SPDR PORTFOLIO INTERMEDIATE TERM TREASURY ETF (SPTI) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y MAX
(~17Y)
SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF n.a. n.a. -1.52 1.90 2.82 0.40 0.89 2.26
US Inflation Adjusted return -1.52 0.75 0.10 -3.55 -1.84 -0.18
Returns over 1 year are annualized | Available data source: since Jun 2007
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77%

In 2023, the SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF granted a 2.82% dividend yield. If you are interested in getting periodic income, please refer to the SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2014, now would be worth 1.09$, with a total return of 9.22% (0.89% annualized).

The Inflation Adjusted Capital now would be 0.83$, with a net total return of -16.92% (-1.84% annualized).
An investment of 1$, since June 2007, now would be worth 1.45$, with a total return of 45.34% (2.26% annualized).

The Inflation Adjusted Capital now would be 0.97$, with a net total return of -2.97% (-0.18% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SPDR PORTFOLIO INTERMEDIATE TERM TREASURY ETF (SPTI) ETF
Advanced Metrics
Data Source: 1 June 2007 - 29 February 2024 (~17 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~17Y)
Investment Return (%) -1.52 1.33 1.90 2.82 -3.08 0.40 0.89 2.26
Infl. Adjusted Return (%) details -1.52 0.78 0.75 0.10 -8.15 -3.55 -1.84 -0.18
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.44
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -5.17 -13.85 -15.03 -15.03 -15.03
Start to Recovery (# months) details 8 31* 43* 43* 43*
Start (yyyy mm) 2023 05 2021 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 15 27 27 27
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 2 16 16 16 16
End (yyyy mm) 2023 12 - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2021 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 15 27 27 27
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 2 16 16 16 16
End (yyyy mm) 2023 12 - - - -
Longest negative period (# months) details 11* 36* 57* 92 92
Period Start (yyyy mm) 2023 04 2021 03 2019 06 2016 03 2016 03
Period End (yyyy mm) 2024 02 2024 02 2024 02 2023 10 2023 10
Annualized Return (%) -0.24 -3.08 -0.34 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -6.56 -25.32 -28.88 -28.88 -28.88
Start to Recovery (# months) details 10* 36* 45* 45* 45*
Start (yyyy mm) 2023 05 2021 03 2020 06 2020 06 2020 06
Start to Bottom (# months) 6 32 41 41 41
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 4 4 4 4 4
End (yyyy mm) - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2021 03 2020 06 2020 06 2020 06
Start to Bottom (# months) 6 32 41 41 41
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 4 4 4 4 4
End (yyyy mm) - - - - -
Longest negative period (# months) details 11* 36* 60* 120* 201*
Period Start (yyyy mm) 2023 04 2021 03 2019 03 2014 03 2007 06
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2024 02
Annualized Return (%) -3.03 -8.15 -3.55 -1.84 -0.18
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 5.88 5.81 5.27 4.06 3.82
Sharpe Ratio -0.40 -0.94 -0.27 -0.07 -0.45
Sortino Ratio -0.67 -1.40 -0.39 -0.10 -0.66
Ulcer Index 2.41 8.77 7.68 5.54 4.34
Ratio: Return / Standard Deviation 0.48 -0.53 0.08 0.22 0.59
Ratio: Return / Deepest Drawdown 0.55 -0.22 0.03 0.06 0.15
% Positive Months details 41% 38% 48% 50% 56%
Positive Months 5 14 29 60 113
Negative Months 7 22 31 60 88
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 0.89 3.43
Worst 10 Years Return (%) - Annualized 0.42
Best 10 Years Return (%) - Annualized -1.84 1.74
Worst 10 Years Return (%) - Annualized -2.26
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 12.06 5.49 3.70 0.89
Worst Rolling Return (%) - Annualized -12.12 -5.00 -0.09
% Positive Periods 55% 75% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.90 27.80 19.32 9.85
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 11.67 3.63 2.09 -1.84
Worst Rolling Return (%) - Annualized -18.76 -10.14 -3.79
% Positive Periods 44% 43% 50% 0%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.90 27.80 19.32 9.85
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jun 2007 - Feb 2024)
Best Rolling Return (%) - Annualized 12.06 7.30 5.95 3.43
Worst Rolling Return (%) - Annualized -12.12 -5.00 -0.09 0.42
% Positive Periods 66% 87% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.90 27.80 19.32 9.75
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 11.67 5.63 3.90 1.74
Worst Rolling Return (%) - Annualized -18.76 -10.14 -3.79 -2.26
% Positive Periods 53% 61% 59% 63%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.90 27.80 19.32 9.75
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

SPDR PORTFOLIO INTERMEDIATE TERM TREASURY ETF (SPTI) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs SPTI
Asset Class 1 Year 5 Years 10 Years Since
Jun 2007
VTI
US Total Stock Market
0.48
0.19
0.08
-0.09
SPY
US Large Cap
0.51
0.20
0.09
-0.08
IJR
US Small Cap
0.31
0.04
-0.04
-0.17
VNQ
US REITs
0.54
0.28
0.29
0.07
QQQ
US Technology
0.54
0.33
0.20
-0.03
PFF
Preferred Stocks
0.38
0.31
0.30
0.10
EFA
EAFE Stocks
0.64
0.27
0.16
-0.02
VT
World All Countries
0.54
0.22
0.11
-0.07
EEM
Emerging Markets
0.43
0.22
0.15
-0.03
VGK
Europe
0.65
0.25
0.15
-0.03
VPL
Pacific
0.57
0.28
0.17
0.00
FLLA
Latin America
0.43
-0.04
-0.05
-0.13
BND
US Total Bond Market
0.95
0.88
0.88
0.84
TLT
Long Term Treasuries
0.89
0.88
0.86
0.80
BIL
US Cash
0.05
0.13
0.11
0.13
TIP
TIPS
0.97
0.75
0.73
0.62
LQD
Invest. Grade Bonds
0.91
0.74
0.72
0.58
HYG
High Yield Bonds
0.80
0.35
0.27
0.05
CWB
US Convertible Bonds
0.44
0.15
0.10
-0.09
BNDX
International Bonds
0.92
0.76
0.74
0.60
EMB
Emerg. Market Bonds
0.70
0.40
0.40
0.32
GLD
Gold
0.53
0.43
0.42
0.34
DBC
Commodities
-0.16
-0.30
-0.28
-0.26

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

SPDR PORTFOLIO INTERMEDIATE TERM TREASURY ETF (SPTI) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 June 2007 - 29 February 2024 (~17 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-15.03% Aug 2020 Oct 2022 27 in progress 16 43 9.04
-2.95% Aug 2016 Apr 2018 21 Dec 2018 8 29 1.91
-1.16% Sep 2019 Dec 2019 4 Jan 2020 1 5 0.68
-0.99% Feb 2015 Feb 2015 1 Sep 2015 7 8 0.57
-0.71% Oct 2015 Nov 2015 2 Jan 2016 2 4 0.38
-0.44% Mar 2014 Mar 2014 1 May 2014 2 3 0.24
-0.38% Jun 2014 Jul 2014 2 Aug 2014 1 3 0.20
-0.38% Sep 2014 Sep 2014 1 Oct 2014 1 2 0.22
-0.23% Feb 2019 Feb 2019 1 Mar 2019 1 2 0.13
-0.18% Dec 2014 Dec 2014 1 Jan 2015 1 2 0.10
-0.14% Apr 2019 Apr 2019 1 May 2019 1 2 0.08
-0.11% Apr 2016 May 2016 2 Jun 2016 1 3 0.05
-0.06% Jul 2019 Jul 2019 1 Aug 2019 1 2 0.04
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 25 4.8 Months 20.66%
 
DD = 0% 20.66%
 
0% < DD <= -5% 71 1.7 Months 58.68%
 
DD <= -5% 79.34%
 
-5% < DD <= -10% 5 24.2 Months 4.13%
 
DD <= -10% 83.47%
 
-10% < DD <= -15% 18 6.7 Months 14.88%
 
DD <= -15% 98.35%
 
-15% < DD <= -20% 2 60.5 Months 1.65%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-28.88% Jun 2020 Oct 2023 41 in progress 4 45 18.51
-7.45% Aug 2016 Oct 2018 27 Aug 2019 10 37 4.45
-2.16% Feb 2015 Jun 2015 5 Feb 2016 8 13 1.32
-2.15% Sep 2019 Dec 2019 4 Feb 2020 2 6 1.11
-0.88% Mar 2016 May 2016 3 Jun 2016 1 4 0.47
-0.67% Mar 2014 Jul 2014 5 Aug 2014 1 6 0.42
-0.38% Sep 2014 Sep 2014 1 Oct 2014 1 2 0.22
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 14 8.6 Months 11.57%
 
DD = 0% 11.57%
 
0% < DD <= -5% 60 2.0 Months 49.59%
 
DD <= -5% 61.16%
 
-5% < DD <= -10% 19 6.4 Months 15.70%
 
DD <= -10% 76.86%
 
-10% < DD <= -15% 4 30.3 Months 3.31%
 
DD <= -15% 80.17%
 
-15% < DD <= -20% 1 121.0 Months 0.83%
 
DD <= -20% 80.99%
 
-20% < DD <= -25% 10 12.1 Months 8.26%
 
DD <= -25% 89.26%
 
-25% < DD <= -30% 13 9.3 Months 10.74%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-15.03% Aug 2020 Oct 2022 27 in progress 16 43 9.04
-2.95% Aug 2016 Apr 2018 21 Dec 2018 8 29 1.91
-2.69% Apr 2008 May 2008 2 Sep 2008 4 6 1.52
-2.47% Jan 2009 Jun 2009 6 Nov 2009 5 11 1.47
-2.37% May 2013 Aug 2013 4 Oct 2014 14 18 1.25
-2.23% Nov 2010 Dec 2010 2 May 2011 5 7 1.54
-2.01% Dec 2009 Dec 2009 1 May 2010 5 6 0.89
-1.16% Sep 2019 Dec 2019 4 Jan 2020 1 5 0.68
-0.99% Feb 2015 Feb 2015 1 Sep 2015 7 8 0.57
-0.96% Feb 2012 Mar 2012 2 Apr 2012 1 3 0.55
-0.71% Oct 2015 Nov 2015 2 Jan 2016 2 4 0.38
-0.54% Dec 2012 Jan 2013 2 Apr 2013 3 5 0.27
-0.46% Jun 2007 Jun 2007 1 Jul 2007 1 2 0.26
-0.27% Sep 2007 Sep 2007 1 Oct 2007 1 2 0.16
-0.26% Oct 2011 Oct 2011 1 Nov 2011 1 2 0.15
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 55 3.7 Months 27.23%
 
DD = 0% 27.23%
 
0% < DD <= -5% 122 1.7 Months 60.40%
 
DD <= -5% 87.62%
 
-5% < DD <= -10% 5 40.4 Months 2.48%
 
DD <= -10% 90.10%
 
-10% < DD <= -15% 18 11.2 Months 8.91%
 
DD <= -15% 99.01%
 
-15% < DD <= -20% 2 101.0 Months 0.99%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-28.88% Jun 2020 Oct 2023 41 in progress 4 45 18.51
-7.45% Aug 2016 Oct 2018 27 Aug 2019 10 37 4.45
-4.25% Jan 2009 Dec 2009 12 Jun 2010 6 18 2.69
-4.04% Aug 2012 Jul 2014 24 Feb 2016 19 43 2.44
-4.00% Apr 2008 Jul 2008 4 Nov 2008 4 8 2.59
-3.96% Oct 2010 Mar 2011 6 Sep 2011 6 12 2.35
-2.15% Sep 2019 Dec 2019 4 Feb 2020 2 6 1.11
-1.38% Feb 2012 Mar 2012 2 May 2012 2 4 0.74
-0.88% Mar 2016 May 2016 3 Jun 2016 1 4 0.47
-0.69% Sep 2007 Sep 2007 1 Oct 2007 1 2 0.40
-0.69% Jun 2007 Jun 2007 1 Jul 2007 1 2 0.40
-0.33% Oct 2011 Oct 2011 1 Dec 2011 2 3 0.19
-0.06% Jun 2012 Jun 2012 1 Jul 2012 1 2 0.03
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 28 7.2 Months 13.86%
 
DD = 0% 13.86%
 
0% < DD <= -5% 127 1.6 Months 62.87%
 
DD <= -5% 76.73%
 
-5% < DD <= -10% 19 10.6 Months 9.41%
 
DD <= -10% 86.14%
 
-10% < DD <= -15% 4 50.5 Months 1.98%
 
DD <= -15% 88.12%
 
-15% < DD <= -20% 1 202.0 Months 0.50%
 
DD <= -20% 88.61%
 
-20% < DD <= -25% 10 20.2 Months 4.95%
 
DD <= -25% 93.56%
 
-25% < DD <= -30% 13 15.5 Months 6.44%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SPDR PORTFOLIO INTERMEDIATE TERM TREASURY ETF (SPTI) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 June 2007 - 29 February 2024 (~17 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -12.12 11/2021
10/2022
0.87$ -2.84 0.97$ 0.66 1.00$ 6.82 1.06$ 12.06 05/2019
04/2020
1.12$ 2.82 44.95%
2Y -7.42 11/2020
10/2022
0.85$ -5.00 0.90$ 1.19 1.02$ 4.35 1.08$ 8.90 08/2018
07/2020
1.18$ -3.21 36.08%
3Y -5.00 11/2020
10/2023
0.85$ -3.03 0.91$ 1.29 1.03$ 5.02 1.15$ 5.49 02/2018
01/2021
1.17$ -3.08 24.71%
5Y -0.09 11/2017
10/2022
0.99$ 0.56 1.02$ 2.26 1.11$ 3.42 1.18$ 3.70 07/2015
06/2020
1.19$ 0.40 1.64%
7Y -0.12 11/2016
10/2023
0.99$ 0.20 1.01$ 0.95 1.06$ 2.53 1.19$ 2.78 08/2014
07/2021
1.21$ 0.70 5.41%
10Y 0.89 03/2014
02/2024
1.09$ 0.89 1.09$ 0.89 1.09$ 0.89 1.09$ 0.89 03/2014
02/2024
1.09$ 0.89 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -18.76 10/2021
09/2022
0.81$ -8.42 0.91$ -1.48 0.98$ 5.42 1.05$ 11.67 05/2019
04/2020
1.11$ 0.10 55.96%
2Y -13.46 11/2020
10/2022
0.74$ -10.64 0.79$ -0.62 0.98$ 2.47 1.04$ 7.41 05/2018
04/2020
1.15$ -7.22 60.82%
3Y -10.14 11/2020
10/2023
0.72$ -8.15 0.77$ -0.58 0.98$ 2.61 1.08$ 3.63 02/2018
01/2021
1.11$ -8.15 56.47%
5Y -3.79 11/2017
10/2022
0.82$ -3.31 0.84$ 0.02 1.00$ 1.46 1.07$ 2.09 07/2015
06/2020
1.10$ -3.55 49.18%
7Y -3.50 11/2016
10/2023
0.77$ -3.15 0.79$ -2.21 0.85$ 0.62 1.04$ 1.00 03/2014
02/2021
1.07$ -2.67 75.68%
10Y -1.84 03/2014
02/2024
0.83$ -1.84 0.83$ -1.84 0.83$ -1.84 0.83$ -1.84 03/2014
02/2024
0.83$ -1.84 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -12.12 11/2021
10/2022
0.87$ -1.53 0.98$ 2.03 1.02$ 6.69 1.06$ 12.06 05/2019
04/2020
1.12$ 2.82 33.16%
2Y -7.42 11/2020
10/2022
0.85$ -1.05 0.97$ 2.05 1.04$ 5.61 1.11$ 8.90 08/2018
07/2020
1.18$ -3.21 20.22%
3Y -5.00 11/2020
10/2023
0.85$ 0.19 1.00$ 1.85 1.05$ 4.96 1.15$ 7.30 07/2007
06/2010
1.23$ -3.08 12.65%
5Y -0.09 11/2017
10/2022
0.99$ 0.81 1.04$ 2.25 1.11$ 3.47 1.18$ 5.95 07/2007
06/2012
1.33$ 0.40 0.70%
7Y -0.12 11/2016
10/2023
0.99$ 0.80 1.05$ 2.00 1.14$ 3.00 1.22$ 4.30 07/2007
06/2014
1.34$ 0.70 1.69%
10Y 0.42 11/2012
10/2022
1.04$ 0.84 1.08$ 2.15 1.23$ 2.80 1.31$ 3.43 07/2007
06/2017
1.40$ 0.89 0.00%
15Y 1.37 12/2008
11/2023
1.22$ 1.41 1.23$ 1.79 1.30$ 2.26 1.39$ 2.64 08/2007
07/2022
1.47$ 1.44 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -18.76 10/2021
09/2022
0.81$ -5.06 0.94$ 0.26 1.00$ 5.38 1.05$ 11.67 05/2019
04/2020
1.11$ 0.10 46.84%
2Y -13.46 11/2020
10/2022
0.74$ -3.46 0.93$ 0.40 1.00$ 3.45 1.07$ 7.41 05/2018
04/2020
1.15$ -7.22 45.51%
3Y -10.14 11/2020
10/2023
0.72$ -1.89 0.94$ 0.36 1.01$ 3.10 1.09$ 5.63 07/2007
06/2010
1.17$ -8.15 38.55%
5Y -3.79 11/2017
10/2022
0.82$ -2.46 0.88$ 0.20 1.01$ 1.85 1.09$ 3.90 07/2007
06/2012
1.21$ -3.55 40.14%
7Y -3.50 11/2016
10/2023
0.77$ -2.45 0.84$ 0.32 1.02$ 1.50 1.10$ 2.30 07/2007
06/2014
1.17$ -2.67 42.37%
10Y -2.26 11/2013
10/2023
0.79$ -1.84 0.83$ 0.52 1.05$ 1.04 1.10$ 1.74 07/2007
06/2017
1.18$ -1.84 36.59%
15Y -1.12 01/2009
12/2023
0.84$ -1.07 0.85$ -0.47 0.93$ -0.11 0.98$ 0.30 06/2007
05/2022
1.04$ -1.07 86.36%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.54
60%
-0.73
20%
0.64
60%
-0.22
60%
0.44
80%
-0.18
60%
0.70
60%
-0.25
20%
-1.30
20%
-0.51
20%
1.14
80%
0.27
40%
Best 2.4
2023
2.2
2020
3.0
2023
0.7
2023
2.1
2019
1.0
2019
2.0
2022
2.5
2019
0.1
2020
0.3
2019
3.1
2023
2.6
2023
Worst -1.7
2022
-2.5
2023
-3.3
2022
-2.4
2022
-1.2
2023
-1.3
2023
-0.1
2023
-2.9
2022
-3.3
2022
-0.8
2023
-0.5
2019
-0.7
2022
Monthly Seasonality over the period Jul 2007 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.49
70%
-0.45
30%
0.41
70%
-0.11
50%
0.41
80%
-0.03
40%
0.39
60%
0.01
40%
-0.72
30%
-0.29
20%
0.47
60%
0.37
50%
Best 2.4
2023
2.2
2020
3.0
2023
0.7
2023
2.1
2019
1.5
2016
2.0
2022
2.5
2019
0.8
2015
0.7
2014
3.1
2023
2.6
2023
Worst -1.7
2022
-2.5
2023
-3.3
2022
-2.4
2022
-1.2
2023
-1.3
2023
-0.3
2018
-2.9
2022
-3.3
2022
-0.8
2023
-1.8
2016
-0.7
2022
Monthly Seasonality over the period Jul 2007 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.52
71%
-0.22
41%
0.34
63%
-0.02
56%
0.29
69%
0.00
41%
0.51
76%
0.42
53%
-0.28
53%
-0.03
41%
0.67
65%
0.12
47%
Best 2.5
2008
2.2
2020
3.0
2023
1.0
2012
2.1
2019
1.5
2016
2.0
2022
2.7
2007
0.9
2013
1.1
2008
3.4
2008
2.6
2023
Worst -1.7
2022
-2.5
2023
-3.3
2022
-2.4
2022
-1.2
2023
-1.3
2023
-0.3
2018
-2.9
2022
-3.3
2022
-0.8
2023
-1.8
2016
-2.0
2009
Monthly Seasonality over the period Jul 2007 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SPDR PORTFOLIO INTERMEDIATE TERM TREASURY ETF (SPTI) ETF
Monthly Returns Distribution
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 June 2007 - 29 February 2024 (~17 years)
60 Positive Months (50%) - 60 Negative Months (50%)
113 Positive Months (56%) - 88 Negative Months (44%)
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(Scroll down to see all data)
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