SPDR S&P 500 Low Volatility UE USD/  IE00B802KR88  /

Fonds
NAV7/9/2020 Chg.-0.1560 Type of yield Investment Focus Investment company
52.0574USD -0.30% reinvestment Equity ETF Stocks State Street Gl. Ad. 

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 3.78 -1.17 +16.58%
2018 2.62 -4.30 -0.91 1.08 0.65 1.36 3.48 1.75 -0.43 -2.93 4.76 -7.01 -0.52%
2019 6.59 4.03 2.25 2.30 -1.02 3.68 1.01 2.35 2.12 -0.42 -0.03 1.67 +27.18%
2020 3.01 -9.59 -13.16 6.66 0.30 -0.44 1.05 - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 43.97% 45.11% 32.47% 20.65% 17.50%
Sharpe ratio -0.52 -0.52 -0.26 0.31 0.49
Best month +6.66% +6.66% +6.66% +6.66% +6.76%
Worst month -13.16% -13.16% -13.16% -13.16% -13.16%
Maximum loss -36.14% -36.14% -36.14% -36.14% -36.14%
Outperformance +2.89% - +1.08% +12.43% +31.89%
 
All quotes in USD

Performance

YTD
  -12.95%
6 Months
  -12.76%
1 Year
  -9.00%
3 Years  
+18.66%
5 Years  
+47.35%
Since start  
+109.68%
Year
2019  
+27.18%
2018
  -0.52%
2017  
+16.58%
2016  
+9.57%
2015  
+3.49%
2014  
+16.49%
2013  
+22.52%