NYSEArca - Delayed Quote USD

SPDR Portfolio S&P 400 Mid Cap ETF (SPMD)

54.55 -0.14 (-0.26%)
At close: January 2 at 4:00:00 PM EST
54.59 +0.04 (+0.07%)
Pre-Market: 7:17:26 AM 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 measure the performance of the mid-capitalization segment of the U.S. equity market.

Risk Overview

Performance & Risk

YTD Return -0.26%
5y Average Return 10.21%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.07
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SPMDCategory AverageSPMDCategory AverageSPMDCategory Average
Alpha -2.04 -2.65 -3.61 -3.69 -3.72 -3.53
BETA 1.07 1.02 1.12 1.07 1.12 1.06
Mean Annual Return 0.91 0.82 1.19 1.13 0.95 0.92
R-squared 81.09 80.39 83.48 82.85 82.92 82.6
Standard Deviation 20.66 19.76 22.12 21.29 18.77 17.97
Sharpe Ratio 0.33 0.3 0.53 0.52 0.51 0.52
Treynor Ratio 4.75 4.2 8.95 8.8 7.42 7.54

Related Tickers