SPDR Portfolio S&P 500 Growth ETF
Provider: StateStreet
SPDR Portfolio 500 Growth ETF is an exchange-traded fund incorporated in the USA. The Fund's objective is to replicate as closely as possible the performance of the S P 500 Growth Index.
| Annualised Return | 12.4% |
| Realised Volatility | 16.48% |
| Downside Volatility | 12.05% |
| Max Drawdown | -47.28% |
| Winning months | 63.43% |
| Sharpe Ratio | 0.75 |
| Sortino Ratio | 1.03 |
| Calmar Ratio | 0.26 |
| Viking Ratio | 0.34 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.87% | 7.19% | 2.12% | -3.87% | 6.67% | 6.99% | -1.36% | 2.16% | 2.87% | -0.69% | 6.06% | 2.82% | 38.7% |
| 2023 | 5.6% | -1.94% | 5.87% | 1.43% | 2.56% | 6.27% | 3.08% | -0.62% | -4.87% | -2.43% | 8.73% | 3.78% | 30.02% |
| 2022 | -8.43% | -4.4% | 4.55% | -12.63% | -1.31% | -8.19% | 12.76% | -5.36% | -9.98% | 4.51% | 5% | -7.59% | -29.41% |
| 2021 | -0.45% | -0.04% | 2.72% | 6.83% | -0.86% | 5.61% | 3.81% | 4.15% | -5.82% | 9.09% | 1.49% | 2.42% | 32.01% |
| 2020 | 2.34% | -6.97% | -10.04% | 14.27% | 5.9% | 4.15% | 7.06% | 9.44% | -4.58% | -3.03% | 9.69% | 3.98% | 33.47% |
| 2019 | 7.45% | 4.07% | 2.73% | 3.95% | -5.27% | 6.11% | 1.14% | -0.69% | 0.34% | 1.75% | 3.44% | 2.79% | 30.85% |
| 2018 | 7.18% | -2.12% | -2.9% | 0.21% | 4.35% | 0.56% | 3.44% | 4.84% | 0.73% | -8.11% | 1.51% | -8.49% | -0.12% |
| 2017 | 2.9% | 4.05% | 1.18% | 1.94% | 2.97% | -0.56% | 2.61% | 1.42% | 1.09% | 3.32% | 2.78% | 0.72% | 27.24% |
| 2016 | -5.02% | -0.83% | 7.02% | -1.5% | 2.63% | -0.31% | 4.59% | -0.27% | 0.34% | -2.14% | 1.27% | 1.47% | 6.92% |
| 2015 | -1.71% | 5.97% | -1.52% | 0.14% | 1.91% | -1.88% | 3.58% | -6.07% | -2.39% | 9.52% | 0.15% | -1.67% | 5.21% |
| 2014 | -3.12% | 5.2% | -0.6% | 0.1% | 3.42% | 1.98% | -1.15% | 4.24% | -0.9% | 2.73% | 3.06% | -0.93% | 14.57% |
| 2013 | 3.93% | 1.78% | 3.22% | 1.92% | 2.25% | -1.87% | 5.35% | -2.25% | 3.67% | 5.03% | 3.01% | 2.81% | 32.6% |
| 2012 | 3.87% | 4.49% | 3.27% | -0.23% | -5.22% | 3.43% | 2.04% | 2.13% | 2.15% | -3.01% | 1.13% | -0.23% | 14.19% |
| 2011 | 1.46% | 3.16% | 0.5% | 3.21% | -0.85% | -0.96% | -0.47% | -4.73% | -6.19% | 10.1% | -0.61% | 0.87% | 4.68% |
| 2010 | -4.26% | 3.71% | 5.83% | 1.45% | -8.21% | -5.73% | 6.94% | -5.32% | 11.69% | 4.38% | 1.16% | 5.48% | 16.2% |
| 2009 | -5.28% | -7.7% | 7.76% | 11.25% | 3.58% | 1.23% | 7.56% | 2.19% | 5.03% | -1.84% | 5.03% | 4.73% | 37% |
| 2008 | -8.19% | -1.41% | -0.43% | 5.61% | 3.95% | -6.39% | -2.78% | 1.91% | -11.49% | -17.92% | -8.2% | 2.27% | -37.41% |
| 2007 | 2.22% | -1.88% | 0.55% | 4.22% | 3.43% | -1.35% | -2.18% | 1.64% | 3.98% | 3.3% | -3.63% | -0.03% | 10.34% |