Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SLY (SPDR® S&P 600 Small Cap ETF) | NA | 1.04% | 12.54% | 4.77% | 11.49% | 11.49% | NA | 11.42% |
Data as of 06/09/2023, AR inception is 11/15/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SLY (SPDR® S&P 600 Small Cap ETF) | 11/15/2005 | 06/09/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.83 | 1.04 | 12.54 | 4.77 | 11.49 | 11.49 | NA | 11.42 | 4.77 | -15.62 | 28.00 | 11.45 | 22.56 | -8.32 | 16.09 | 31.25 | 1.75 | 9.34 | 45.43 | 17.73 | 2.18 | 28.85 | 43.59 | -36.36 | 3.20 | 20.79 | 1.92 |
| Sharpe Ratio | NA | -0.09 | 0.47 | 0.14 | 0.49 | NA | NA | 0.06 | 0.30 | -0.67 | 1.32 | 0.26 | 1.30 | -0.55 | 1.23 | 1.77 | 0.11 | 0.61 | 3.13 | 1.10 | 0.07 | 1.19 | 1.25 | -0.25 | 0.00 | 0.03 | 0.02 |
| Standard Deviation(%) | NA | 24.30 | 24.02 | 27.08 | 22.03 | NA | NA | 164.16 | 21.94 | 25.36 | 21.24 | 43.63 | 16.23 | 17.59 | 12.63 | 17.52 | 16.10 | 15.37 | 14.52 | 16.22 | 29.05 | 24.07 | 34.87 | 150.06 | 341.18 | 530.02 | 635.17 |
| Draw Down(%) | NA | 17.80 | 25.89 | 44.45 | 44.45 | NA | NA | 79.37 | 15.17 | 24.50 | 9.82 | 42.60 | 10.08 | 27.30 | 6.64 | 12.30 | 12.90 | 11.71 | 5.22 | 11.73 | 25.55 | 20.04 | 31.82 | 75.15 | 56.08 | 55.44 | 50.67 |
| Yield(%) | 0.42 | 1.99 | 2.05 | 1.59 | 5.53 | 6.45 | 5.97 | 7.03 | 0.78 | 1.23 | 1.75 | 1.22 | 1.64 | 1.66 | 5.71 | 8.93 | 7.03 | 7.43 | 8.00 | 3.87 | 1.95 | 2.86 | 3.36 | 3.01 | 2.86 | 7.17 | 0.30 |
Data as of 06/09/2023, AR inception is 11/15/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLY (SPDR® S&P 600 Small Cap ETF) |
-33.53%
Feb 2006 - Feb 2009 |
-6.90%
Mar 2006 - Mar 2011 |
2.20%
Feb 2006 - Feb 2016 |
7.25%
Mar 2006 - Mar 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLY (SPDR® S&P 600 Small Cap ETF) |
36.79%
Feb 2009 - Feb 2012 |
32.10%
Feb 2009 - Feb 2014 |
21.84%
Feb 2009 - Feb 2019 |
12.99%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart