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SPDR S&P MIDCAP 400 ETF Trust (MDY)

601.49 +10.33 (+1.75%)
As of 1:41 PM EST. Market Open.

ETF Summary

The Trust seeks to achieve its investment objective by holding a portfolio of the common stocks that are included in the index (the “Portfolio”), with the weight of each stock in the Portfolio substantially corresponding to the weight of such stock in the index.

Risk Overview

Performance & Risk

YTD Return 17.51%
5y Average Return 11.62%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.06
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
MDYCategory AverageMDYCategory AverageMDYCategory Average
Alpha -3.76 -3.95 -4.36 -4.22 -3.68 -3.86
BETA 1.06 0.99 1.1 1.06 1.09 1.06
Mean Annual Return 0.56 0.52 1.08 1.04 0.9 0.86
R-squared 80.61 78.87 83.43 81.97 83.62 81.66
Standard Deviation 20.16 19.18 21.83 21.1 18.2 17.94
Sharpe Ratio 0.14 0.12 0.48 0.47 0.5 0.48
Treynor Ratio 0.86 0.54 7.77 7.75 7.13 6.88

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