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SPDR Portfolio S&P 600 Small Cap ETF (SPSM)

47.84 +0.77 (+1.64%)
At close: November 21 at 4:00 PM EST
47.90 +0.06 (+0.13%)
After hours: November 21 at 6:59 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 measures the performance of the small-capitalization segment of the U.S. equity market.

Risk Overview

Performance & Risk

YTD Return 13.04%
5y Average Return 10.23%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.06
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SPSMCategory AverageSPSMCategory AverageSPSMCategory Average
Alpha -6.36 -5.92 -5.69 -5.61 -4.69 -5.07
BETA 1.06 1.03 1.12 1.11 1.13 1.1
Mean Annual Return 0.35 0.37 0.98 0.98 0.85 0.8
R-squared 68.23 70.54 71.44 73.99 71.94 72.64
Standard Deviation 22.02 21.02 23.84 23.24 20.22 19.76
Sharpe Ratio 0.01 0.02 0.39 0.4 0.42 0.4
Treynor Ratio -1.98 -1.6 6.1 6.24 5.95 5.54

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