SPDR S&P 500 Low Volatility UCITS ETF/  IE00B802KR88  /

Fonds
NAV12/2/2016 Chg.+0.1228 Type of yield Investment Focus Investment company
39.4757USD +0.31% reinvestment ETF North America SSgA SPDR ETFs Eur.I 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2012 - - - - - - - - - - - -0.64 -
2013 4.94 2.63 4.77 3.77 -3.48 0.52 4.17 -4.89 1.90 4.51 1.14 1.07 +22.52%
2014 -2.55 3.66 2.01 1.89 0.97 2.08 -3.82 3.68 -0.93 4.84 2.78 1.11 +16.49%
2015 -0.50 1.45 -0.43 -2.02 0.87 -1.85 4.28 -4.05 -1.46 6.76 1.03 -0.18 +3.49%
2016 -1.78 0.96 5.89 -0.75 1.60 5.64 0.30 -1.93 -1.04 -2.29 0.48 -0.22 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 10.87% 10.18% 11.31% 11.26% -%
Sharpe ratio 0.70 0.07 0.63 0.85 -
Best month +5.89% +5.64% +5.89% +6.76% +6.76%
Worst month -2.29% -2.29% -2.29% -4.05% -4.89%
Maximum loss -7.77% -7.77% -7.77% -9.73% -
Outperformance +6.59% - +6.97% +40.64% -
 
All quotes in USD

Performance

YTD  
+6.68%
6 Months  
+0.19%
1 Year  
+6.76%
3 Years  
+30.52%
5 Years     -
Since start  
+59.00%
Year
2015  
+3.49%
2014  
+16.49%
2013  
+22.52%