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NYSEArca - Delayed Quote USD

SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV)

119.55
+1.02
+(0.86%)
As of 2:21:21 PM EDT. Market Open.

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

Performance & Risk

YTD Return -6.51%
5y Average Return 13.17%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.88
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
SMLVCategory AverageSMLVCategory AverageSMLVCategory Average
Alpha -2.27 -5.62 0.2 -0.18 -3.14 -5.79
BETA 0.88 1.07 0.88 1.02 0.97 1.13
Mean Annual Return 0.6 0.41 1.41 1.56 0.79 0.72
R-squared 54.28 66.16 57.12 62.7 62.54 67.2
Standard Deviation 20.56 22.68 19.63 21.8 18.76 21.17
Sharpe Ratio 0.13 0.02 0.72 0.73 0.4 0.32
Treynor Ratio 0.84 -1.82 15.16 14.77 6.25 4.12

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