SPDR S&P 500 Low Volatility UE USD/ IE00B802KR88 /
| NAV8/15/2019 | Chg.+0.6213 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 56.6330USD | +1.11% | reinvestment | Equity ETF Stocks | 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 | 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 | 0.18 | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.80% | 9.55% | 11.80% | 9.95% | 10.88% |
| Sharpe ratio | 3.60 | 2.25 | 1.31 | 1.17 | 1.12 |
| Best month | +6.59% | +4.03% | +6.59% | +6.59% | +6.76% |
| Worst month | -7.01% | -1.02% | -7.01% | -7.01% | -7.01% |
| Maximum loss | -3.61% | -3.61% | -11.70% | -11.70% | -11.70% |
| Outperformance | +9.25% | - | +10.98% | +14.45% | +61.77% |
All quotes in USD
Performance
| YTD | +20.44% | ||
|---|---|---|---|
| 6 Months | +9.93% | ||
| 1 Year | +15.03% | ||
| 3 Years | +37.61% | ||
| 5 Years | +74.33% | ||
| Since start | +128.11% | ||
| Year | |||
| 2018 | -0.52% | ||
| 2017 | +16.58% | ||
| 2016 | +9.57% | ||
| 2015 | +3.49% | ||
| 2014 | +16.49% | ||
| 2013 | +22.52% | ||
