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QUS: SPDR® MSCI USA StrategicFactors ETF (ETF)
Basic Info 140.02 0.85(0.61%) May 02
Asset Class: | EQUITY |
MyPlanIQ Rating: | (97%) |
Start Date: | 04/16/2015 |
Last Dividend Date: | 12/15/2023 |
12-Mo. Yield | 1.59% |
Expenses | - |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 04/16/2015 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.2 | 6.0 | 21.9 | 8.2 | 12.2 | 11.8 | 21.8 | -14.2 | 26.7 | 12.4 | 32.4 | -3.6 | 21.7 | 9.7 | 2.1 |
Sharpe Ratio | NA | 1.95 | 2.08 | 0.4 | 0.53 | 0.62 | 1.52 | -0.73 | 2.28 | 0.36 | 2.8 | -0.3 | 3.62 | 0.8 | 0.18 |
Draw Down(%) | NA | 4.9 | 8.2 | 22.3 | 33.8 | 33.8 | 8.2 | 22.1 | 5.8 | 33.8 | 5.6 | 17.4 | 2.3 | 11.0 | 10.9 |
Standard Deviation(%) | NA | 9.5 | 10.1 | 15.4 | 20.0 | 17.2 | 11.6 | 21.4 | 11.7 | 33.9 | 11.1 | 16.4 | 5.8 | 11.9 | 16.8 |
Treynor Ratio | NA | 0.24 | 0.26 | 0.07 | 0.12 | 0.13 | 0.21 | -0.18 | 0.33 | 0.13 | 0.37 | -0.05 | 0.32 | 0.21 | 0.07 |
Alpha | NA | 0.02 | 0.01 | 0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.02 | -0.03 | 0.02 | 0.0 | 0.03 | 0.02 | 0.02 |
Beta | NA | 0.77 | 0.81 | 0.84 | 0.9 | 0.84 | 0.83 | 0.85 | 0.81 | 0.96 | 0.85 | 0.91 | 0.65 | 0.45 | 0.41 |
RSquared | NA | 0.94 | 0.94 | 0.96 | 0.96 | 0.83 | 0.95 | 0.97 | 0.89 | 0.98 | 0.94 | 0.88 | 0.62 | 0.26 | 0.16 |
Yield(%) | N/A | 0.0 | 1.8 | 1.6 | 2.1 | N/A | 1.9 | 1.4 | 1.6 | 1.9 | 2.4 | 2.0 | 2.2 | 2.3 | 1.5 |
Dividend Growth(%) | N/A | -100.0 | 11.9 | 17.7 | N/A | N/A | 11.9 | 11.4 | -7.8 | 4.7 | 11.0 | 7.6 | 6.7 | 50.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/16/2015
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