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SPDR Russell 1000 Momentum Focus ETF (ONEO)

125.61
+1.99
+(1.61%)
At close: November 15 at 3:53 PM EST

ETF Summary

Under normal market conditions, the fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is designed to reflect the performance of a segment of large-capitalization U.S. equity securities demonstrating a combination of core factors (high value, high quality, and low size characteristics), with a focus factor comprising high momentum characteristics.

Risk Overview

Performance & Risk

YTD Return 18.49%
5y Average Return 11.68%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.01
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
ONEOCategory AverageONEOCategory AverageONEOCategory Average
Alpha -2.69 -3.95 -3.98 -4.22 0 -3.86
BETA 1.01 0.99 1.07 1.06 0 1.06
Mean Annual Return 0.63 0.52 1.08 1.04 0 0.86
R-squared 86.31 78.87 88.54 81.97 0 81.66
Standard Deviation 18.7 19.18 20.6 21.1 0 17.94
Sharpe Ratio 0.2 0.12 0.51 0.47 0 0.48
Treynor Ratio 2 0.54 8.21 7.75 0 6.88

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