SPDR Portfolio Treasury ETF (SPTB)

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SPTB Monthly Value at Risk (VaR) 5% (Since Inception)

Monthly Value at Risk (VaR) 5% (Since Inception) Chart

View Monthly Value at Risk (VaR) 5% (Since Inception) for SPTB.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Monthly Value at Risk (VaR) 5% (Since Inception) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --

Monthly Value at Risk (VaR) 5% (Since Inception) Range, Past 5 Years

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Minimum
Jun 2024
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Maximum
Oct 2024
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Average
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Median
Sep 2024

Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks

US Treasury 5 Year Note ETF Upgrade
SPDR® Portfolio Intmdt Term Trs ETF Upgrade
iShares 3-7 Year Treasury Bond ETF Upgrade
Schwab Intermediate-Term US Trs ETF™ Upgrade
iShares US Treasury Bond ETF Upgrade

Monthly Value at Risk (VaR) 5% (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade