Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SLYV (SPDR S&P 600 Small Cap Value ETF) | -9.70% | 0.49% | 1.13% | 8.84% | 6.88% | 10.07% | 8.04% | 9.82% |
Data as of 06/06/2025, AR inception is 10/02/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SLYV (SPDR S&P 600 Small Cap Value ETF) | 10/02/2000 | 06/06/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.96 | 0.49 | 1.13 | 8.84 | 6.88 | 10.07 | 8.04 | 9.82 | -9.70 | 7.28 | 14.84 | -11.08 | 30.57 | 2.71 | 24.26 | -12.76 | 11.75 | 31.17 | -6.51 | 6.89 | 40.63 | 17.38 | -1.73 | 24.58 | 37.04 | -33.99 | -4.60 | 19.80 | 2.81 | 18.23 | 42.98 | -3.88 | 14.42 | 12.56 |
| Sharpe Ratio | NA | -0.11 | -0.09 | 0.31 | 0.23 | NA | NA | 0.36 | -0.86 | 0.18 | 0.52 | -0.52 | 1.34 | 0.05 | 1.34 | -0.82 | 0.88 | 1.70 | -0.41 | 0.48 | 2.92 | 0.99 | -0.06 | 1.03 | 0.99 | -0.83 | -0.42 | 1.17 | 0.04 | 1.17 | 2.78 | -0.24 | 0.74 | 2.46 |
| Standard Deviation(%) | NA | 24.59 | 23.08 | 24.18 | 24.04 | NA | NA | 23.21 | 28.29 | 20.62 | 21.58 | 24.04 | 22.87 | 46.89 | 17.06 | 17.30 | 12.70 | 18.19 | 15.93 | 14.39 | 13.90 | 17.72 | 31.24 | 23.71 | 37.32 | 41.77 | 18.36 | 14.05 | 14.27 | 14.72 | 15.19 | 21.00 | 16.37 | 23.29 |
| Draw Down(%) | NA | 28.68 | 28.68 | 28.68 | 47.71 | NA | NA | 61.34 | 25.32 | 9.14 | 21.87 | 22.08 | 12.60 | 45.65 | 11.38 | 27.61 | 7.24 | 11.14 | 14.76 | 11.21 | 4.92 | 13.92 | 26.79 | 21.06 | 34.35 | 49.57 | 16.30 | 10.13 | 10.95 | 12.54 | 13.37 | 27.06 | 18.30 | 5.39 |
| Yield(%) | 0.00 | 2.52 | 2.11 | 2.66 | 3.31 | 5.71 | 4.85 | 7.83 | 0.41 | 2.41 | 2.36 | 1.27 | 2.52 | 1.42 | 2.01 | 1.82 | 5.79 | 2.85 | 5.77 | 7.53 | 2.12 | 2.26 | 1.14 | 2.39 | 2.68 | 2.44 | 2.23 | 2.56 | 2.69 | 6.48 | 5.46 | 2.65 | 6.14 | 0.88 |
Data as of 06/06/2025, AR inception is 10/02/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLYV (SPDR S&P 600 Small Cap Value ETF) |
-18.30%
Feb 2006 - Feb 2009 |
-7.68%
Feb 2004 - Feb 2009 |
6.16%
Mar 2010 - Mar 2020 |
5.57%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLYV (SPDR S&P 600 Small Cap Value ETF) |
33.44%
Feb 2009 - Feb 2012 |
29.14%
Feb 2009 - Feb 2014 |
18.22%
Feb 2009 - Feb 2019 |
14.39%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart