Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMTM (SPDR S&P 1500 Momentum Tilt ETF) | 10.17% | 25.55% | 22.98% | 13.71% | 15.14% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 10/26/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMTM (SPDR S&P 1500 Momentum Tilt ETF) | 10/26/2012 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.01 | 25.55 | 22.98 | 13.71 | 15.14 | NA | NA | … | … | 10.17 | 13.26 | 29.94 | 22.49 | -16.12 | 26.33 | 19.29 | 29.98 | -4.60 | 24.40 | 6.24 | 3.76 | 14.16 | 32.28 | 1.62 |
| Sharpe Ratio | NA | 1.77 | 1.16 | 0.63 | 0.73 | NA | NA | … | … | 1.65 | 0.47 | 1.62 | 1.44 | -0.77 | 1.72 | 0.58 | 2.34 | -0.33 | 2.92 | 0.41 | 0.23 | 1.21 | 3.03 | 1.46 |
| Standard Deviation(%) | NA | 14.15 | 17.67 | 18.18 | 18.67 | NA | NA | … | … | 15.74 | 22.04 | 16.20 | 13.19 | 22.75 | 15.31 | 32.96 | 12.20 | 18.23 | 8.16 | 14.73 | 16.35 | 11.69 | 10.63 | 6.91 |
| Draw Down(%) | NA | 9.89 | 22.08 | 23.72 | 33.84 | NA | NA | … | … | 9.89 | 22.08 | 10.96 | 9.42 | 23.72 | 7.31 | 33.84 | 5.91 | 21.38 | 3.09 | 12.68 | 11.43 | 8.26 | 5.32 | 3.26 |
| Yield(%) | 0.00 | 0.97 | 1.30 | 1.34 | 2.37 | 2.92 | 2.19 | … | … | 0.20 | 0.97 | 1.08 | 1.42 | 1.37 | 1.21 | 1.33 | 1.98 | 1.53 | 1.84 | 2.15 | 1.74 | 1.74 | 2.25 | 0.52 |
Data as of 06/04/2026, Common starting date is 10/26/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMTM (SPDR S&P 1500 Momentum Tilt ETF) |
6.59%
Mar 2017 – Mar 2020 |
6.47%
Mar 2015 – Mar 2020 |
10.61%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMTM (SPDR S&P 1500 Momentum Tilt ETF) |
25.12%
Dec 2018 – Dec 2021 |
18.94%
Oct 2016 – Oct 2021 |
15.25%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart