Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SYG (SPDR MFS Systematic Growth Equity ETF) | NA | 52.65% | 17.02% | 15.95% | NA | NA | NA | … | … |
Data as of 03/30/2021, Common starting date is 01/10/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SYG (SPDR MFS Systematic Growth Equity ETF) | 01/10/2014 | 03/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 52.65 | 17.02 | 15.95 | NA | NA | NA | … | … | 2.79 | 30.48 | 28.07 | -9.14 | 26.81 | 5.89 | 7.89 | 19.40 |
| Sharpe Ratio | NA | 2.31 | 0.66 | 0.78 | NA | NA | NA | … | … | 0.64 | 0.91 | 1.85 | -0.55 | 3.16 | 0.41 | 0.52 | 0.58 |
| Standard Deviation(%) | NA | 22.73 | 23.44 | 19.53 | NA | NA | NA | … | … | 19.23 | 33.08 | 14.43 | 18.91 | 8.31 | 13.96 | 15.05 | 34.34 |
| Draw Down(%) | NA | 10.23 | 29.86 | 29.86 | NA | NA | NA | … | … | 9.37 | 29.86 | 9.33 | 22.58 | 2.70 | 13.41 | 10.75 | 19.57 |
| Yield(%) | 0.00 | 0.65 | 1.28 | 1.46 | 1.69 | 1.13 | 0.85 | … | … | 0.04 | 0.60 | 1.40 | 1.87 | 1.14 | 1.05 | 3.00 | 4.71 |
Data as of 03/30/2021, Common starting date is 01/10/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYG (SPDR MFS Systematic Growth Equity ETF) |
5.64%
Mar 2017 – Mar 2020 |
6.90%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYG (SPDR MFS Systematic Growth Equity ETF) |
16.45%
Sep 2015 – Sep 2018 |
17.59%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart