|
State Street 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) | $49,510 |
| 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% |
| 0.0% // | 10.2 % |
| 0.0% // | 9.1 % |
| 0.0% // | 8.7 % |
| 0.0% // | 6.8 % |
| 0.0% // | 6.7 % |
| 0.0% // | 6.7 % |
| 0.0% // | 6.6 % |
| 0.0% // | 6.6 % |
| 0.0% // | 6.3 % |
| 0.0% // | 6.2 % |
| TOTAL | 73.8 % |
|---|
| 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. |
| 0.6% | 4.0% | 3.2% | 2.1% | 1.3% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | -0.00 | 0% |
| S&P500 | -0.00 | 0% |
| MSCI EAFE | 0.00 | 0% |
| MSCI Emg. Mkts. | -0.00 | 0% |
| Recent close | $91.51 |
| 30d moving avg. | $91.31 |
| Annualized volatility | 0.6% |
| Short interest (ETF) | 0.6% |
| Relative strength (RSI) | 100 |
| Avg. volume (thou.) | 8,911 |
| Avg. daily value traded (mns) | $815 |
| Turnover | 1.6% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| BIL | 0.1 yrs | Category Avg.* |
6.5 yrs |
| BIL | 0.1% | Category Avg.* |
6.4% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 10.64% | -9.3% | $83.03 |
| +200 bp | 9.64% | -4.2% | $87.69 |
| +150 bp | 9.14% | -2.4% | $89.33 |
| +100 bp | 8.64% | -1.1% | $90.51 |
| +75 bp | 8.39% | -0.6% | $90.93 |
| +50 bp | 8.14% | -0.3% | $91.24 |
| +25 bp | 7.89% | -0.1% | $91.43 |
| 0 bp | 7.64% | 0% | $91.51 |
| -25 bp | 7.39% | -0.0% | $91.47 |
| -50 bp | 7.14% | -0.2% | $91.32 |
| -75 bp | 6.89% | -0.5% | $91.06 |
| -100 bp | 6.64% | -0.9% | $90.68 |
| -150 bp | 6.14% | -2.1% | $89.57 |
| -200 bp | 5.64% | -3.8% | $88.01 |
| -300 bp | 4.64% | -8.7% | $83.52 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
764 | bp |
| Less: Annual "default factor" |
-1 | bp |
| Less: Expense ratio | 14 | bp |
| Equals: ALTAR Score | 7.52 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.1% |
| Government | 7.0% |
| Inflation Protected | 2.2% |
| Mortgage | 4.6% |
| Municipals | 3.2% |
| *Note: The State Street SPDR Bloomberg 1-3 Month T-Bill ETF is classified as a Government fund. | |