SPDR Bloomberg 1-3 Month T-Bill ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
SPDR Barclays 1-3 Month T-Bill ETF is an exchange-traded fund incorporated in the USA. The Fund's objective is to provide investment results that correspond generally to the price and yield performance of the Barclays 1-3 Month U.S. Treasury Bill Index. |
Category | Government |
Fund Sponsor | SSgA Funds Management Inc |
Website | www.spdrs.com |
Inception date | May 25, 2007 |
Assets (mns) | $31,953 |
Currency | USD |
Expense ratio | 14 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Bank & Trust Co |
Weighting | Market Cap |
Index replication | Full |
No. of constituents | 17 |
No of distinct issuers | 2 |
Inflation protected | 0% |
Variable/Fixed coupon | 0% /100% |
Non-standard maturity (callable, etc.) | 0% |
UNITED STATES TREASUR 0.0% 8/15/19 | 11.8 % |
UNITED STATES TREASUR 0.0% 9/12/19 | 11.5 % |
UNITED STATES TREASUR 0.0% 8/01/19 | 8.9 % |
UNITED STATES TREASUR 0.0% 8/08/19 | 8.9 % |
UNITED STATES TREASUR 0.0% 8/22/19 | 8.5 % |
UNITED STATES TREASUR 0.0% 8/29/19 | 8.5 % |
UNITED STATES TREASUR 0.0% 9/05/19 | 8.5 % |
UNITED STATES TREASUR 0.0% 9/19/19 | 8.5 % |
UNITED STATES TREASUR 0.0% 9/26/19 | 8.5 % |
UNITED STATES TREASUR 0.0% 8/06/19 | 4.0 % |
TOTAL | 87.6 % |
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U.S. TREASURY | 99.6% |
UNITED STATES | 99.6 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
1.3% | 6.1% | 2.0% | 1.3% | 1.0% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.01 | 1% |
S&P500 | 0.00 | 0% |
MSCI EAFE | 0.00 | 1% |
MSCI Emg. Mkts. | 0.01 | 2% |
Recent close | $91.71 |
30d moving avg. | $91.60 |
Annualized volatility | 0.8% |
Short interest (ETF) | 0.3% |
Relative strength (RSI) | 58 |
Avg. volume (thou.) | 7,077 |
Avg. daily value traded (mns) | $649 |
Turnover | 2.0% |
Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
BIL | 0.1 yrs | Category Avg.* |
6.2 yrs |
BIL | 0.1% | Category Avg.* |
6.1% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 8.33% | -9.3% | $83.21 |
+200 bp | 7.33% | -4.2% | $87.88 |
+150 bp | 6.83% | -2.4% | $89.52 |
+100 bp | 6.33% | -1.1% | $90.71 |
+75 bp | 6.08% | -0.6% | $91.13 |
+50 bp | 5.83% | -0.3% | $91.44 |
+25 bp | 5.58% | -0.1% | $91.63 |
0 bp | 5.33% | 0% | $91.71 |
-25 bp | 5.08% | -0.0% | $91.67 |
-50 bp | 4.83% | -0.2% | $91.52 |
-75 bp | 4.58% | -0.5% | $91.26 |
-100 bp | 4.33% | -0.9% | $90.87 |
-150 bp | 3.83% | -2.1% | $89.77 |
-200 bp | 3.33% | -3.8% | $88.20 |
-300 bp | 2.33% | -8.7% | $83.70 |
*Fund Category: GOVERNMENT
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 533 | bp |
Less: Annual "default factor" | -1 | bp |
Less: Expense ratio | 14 | bp |
Equals: ALTAR Score | 5.21 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.6% |
Corporate | 4.5% |
Emerging Market | 6.2% |
Government | 4.7% |
Inflation Protected | 3.0% |
Mortgage | 5.3% |
Municipals | 3.4% |
*Note: The SPDR Bloomberg 1-3 Month T-Bill ETF is classified as a Government fund. |