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

Fonds
NAV11/17/2017 Chg.-0.1926 Type of yield Investment Focus Investment company
46.5398USD -0.41% reinvestment Equity 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 2.49 +9.57%
2017 0.70 4.43 -0.12 1.05 2.62 -0.39 1.33 0.78 0.73 1.86 0.98 - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 5.56% 5.59% 6.00% 10.66% -%
Sharpe ratio 3.14 3.35 3.12 0.98 -
Best month +4.43% +2.62% +4.43% +6.76% +6.76%
Worst month -0.39% -0.39% -0.39% -4.05% -4.89%
Maximum loss -2.75% -2.75% -2.75% -9.73% -
Outperformance -10.71% - -9.07% +20.00% +36.76%
 
All quotes in USD

Performance

YTD  
+14.78%
6 Months  
+8.88%
1 Year  
+18.37%
3 Years  
+33.63%
5 Years  
+87.45%
Since start  
+87.45%
Year
2016  
+9.57%
2015  
+3.49%
2014  
+16.49%
2013  
+22.52%