NYSEArca - Delayed Quote USD
SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV)
At close: November 21 at 3:13 PM EST
After hours: November 21 at 5:42 PM EST
ETF Summary
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 measure the performance of the stocks of U.S. small capitalization companies that exhibit low volatility. Volatility is a statistical measurement of the magnitude of movements in a stock's price over time.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 24.24% |
| 5y Average Return | 9.95% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.82 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| SMLV | Category Average | SMLV | Category Average | SMLV | Category Average | |
| Alpha | -2.22 | -5.92 | -5.34 | -5.61 | -2.72 | -5.07 |
| BETA | 0.82 | 1.03 | 0.97 | 1.11 | 0.94 | 1.1 |
| Mean Annual Return | 0.57 | 0.37 | 0.85 | 0.98 | 0.83 | 0.8 |
| R-squared | 52.32 | 70.54 | 62.02 | 73.99 | 61.14 | 72.64 |
| Standard Deviation | 19.28 | 21.02 | 22.2 | 23.24 | 18.22 | 19.76 |
| Sharpe Ratio | 0.15 | 0.02 | 0.34 | 0.4 | 0.45 | 0.4 |
| Treynor Ratio | 1.41 | -1.6 | 5.6 | 6.24 | 7.31 | 5.54 |
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