Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SYV (SPDR MFS Systematic Value Equity ETF) | NA | 52.72% | 10.00% | 11.93% | NA | NA | NA | … | … |
Data as of 03/30/2021, Common starting date is 01/09/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SYV (SPDR MFS Systematic Value Equity ETF) | 01/09/2014 | 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 | 52.72 | 10.00 | 11.93 | NA | NA | NA | … | … | 12.86 | -0.82 | 23.94 | -7.75 | 16.96 | 15.71 | -0.97 | 17.27 |
| Sharpe Ratio | NA | 2.22 | 0.34 | 0.55 | NA | NA | NA | … | … | 4.43 | -0.03 | 1.85 | -0.58 | 1.90 | 0.96 | -0.06 | 1.22 |
| Standard Deviation(%) | NA | 23.74 | 24.36 | 20.33 | NA | NA | NA | … | … | 14.92 | 37.58 | 12.19 | 15.65 | 8.63 | 16.03 | 15.94 | 14.49 |
| Draw Down(%) | NA | 11.69 | 40.07 | 40.07 | NA | NA | NA | … | … | 4.34 | 40.07 | 7.32 | 18.43 | 2.97 | 14.40 | 11.86 | 6.80 |
| Yield(%) | 0.00 | 2.26 | 2.44 | 3.57 | 2.99 | 2.00 | 1.50 | … | … | 0.37 | 1.73 | 2.61 | 2.74 | 3.71 | 4.37 | 7.22 | 3.31 |
Data as of 03/30/2021, Common starting date is 01/09/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYV (SPDR MFS Systematic Value Equity ETF) |
-1.84%
Mar 2017 – Mar 2020 |
2.05%
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 |
|---|---|---|---|---|
| SYV (SPDR MFS Systematic Value Equity ETF) |
15.16%
Sep 2015 – Sep 2018 |
12.13%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart