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SLY: SPDR® S&P 600 Small Cap ETF (ETF)
Basic Info
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/15/2005 |
Last Dividend Date: | 06/06/2023 |
12-Mo. Yield | 1.23% |
Expenses | 0.15% |
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Performance Analytics (As of 06/09/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 11/15/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.8 | 1.0 | 12.5 | 4.9 | 11.5 | 11.5 | 11.0 | 4.8 | -15.6 | 28.0 | 11.5 | 22.6 | -8.3 | 16.1 | 31.3 | 1.7 | 9.3 | 45.4 | 17.7 | 2.2 | 28.8 | 43.6 | -36.4 | 3.2 | 20.8 | 1.9 |
Sharpe Ratio | NA | -0.09 | 0.47 | 0.14 | 0.49 | NA | 0.06 | 0.3 | -0.67 | 1.32 | 0.26 | 1.3 | -0.55 | 1.23 | 1.77 | 0.11 | 0.61 | 3.13 | 1.1 | 0.07 | 1.19 | 1.25 | -0.25 | 0.0 | 0.03 | 0.02 |
Draw Down(%) | NA | 17.8 | 25.9 | 44.4 | 44.4 | NA | 79.4 | 15.2 | 24.5 | 9.8 | 42.6 | 10.1 | 27.3 | 6.6 | 12.3 | 12.9 | 11.7 | 5.2 | 11.7 | 25.5 | 20.0 | 31.8 | 75.1 | 56.1 | 55.4 | 50.7 |
Standard Deviation(%) | NA | 24.3 | 24.0 | 27.1 | 22.0 | NA | 164.2 | 21.9 | 25.4 | 21.2 | 43.6 | 16.2 | 17.6 | 12.6 | 17.5 | 16.1 | 15.4 | 14.5 | 16.2 | 29.1 | 24.1 | 34.9 | 150.1 | 341.2 | 530.0 | 635.2 |
Treynor Ratio | NA | -0.02 | 0.11 | 0.04 | 0.11 | NA | 0.09 | 0.06 | -0.19 | 0.27 | 0.11 | 0.2 | -0.1 | 0.13 | 0.31 | 0.02 | 0.09 | 0.45 | 0.19 | 0.02 | 0.3 | 0.47 | -0.4 | 0.0 | 0.06 | 0.12 |
Alpha | NA | -0.01 | 0.01 | 0.0 | 0.01 | NA | 0.55 | -0.02 | 0.0 | 0.03 | -0.03 | -0.02 | 0.01 | -0.01 | 0.04 | 0.02 | 0.01 | 0.02 | 0.0 | 0.02 | 0.01 | 0.03 | 0.41 | 2.4 | 5.69 | 8.01 |
Beta | NA | 0.98 | 1.01 | 1.02 | 1.02 | NA | 1.1 | 1.07 | 0.91 | 1.05 | 1.05 | 1.07 | 1.0 | 1.17 | 1.0 | 0.99 | 0.99 | 1.0 | 0.95 | 0.87 | 0.96 | 0.92 | 0.93 | 3.5 | 3.12 | 1.17 |
RSquared | NA | 0.95 | 0.91 | 0.93 | 0.92 | NA | 0.02 | 0.94 | 0.96 | 0.86 | 0.94 | 0.94 | 0.94 | 0.89 | 0.91 | 0.89 | 0.84 | 0.88 | 0.9 | 0.89 | 0.91 | 0.89 | 0.06 | 0.03 | 0.01 | 0.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/15/2005
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