State Street SPDR Portfolio S&P 500 ETF
Provider: StateStreet
SPDR Portfolio S P 500 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 Index.
| Annualised Return | 10.95% |
| Realised Volatility | 14.97% |
| Downside Volatility | 11.08% |
| Max Drawdown | -49.71% |
| Winning months | 67.5% |
| Sharpe Ratio | 0.73 |
| Sortino Ratio | 0.99 |
| Calmar Ratio | 0.22 |
| Viking Ratio | 0.42 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.7% | -1.29% | -5.6% | -0.85% | 6.33% | 5.16% | 2.27% | 2.1% | 3.53% | 2.35% | 17.39% | ||
| 2024 | 1.65% | 5.17% | 3.31% | -4.01% | 5.01% | 3.55% | 1.13% | 2.41% | 2.18% | -0.93% | 6% | -2.42% | 25% |
| 2023 | 6.27% | -2.51% | 3.74% | 1.56% | 0.49% | 6.46% | 3.26% | -1.56% | -4.76% | -2.13% | 9.13% | 4.55% | 26.24% |
| 2022 | -5.23% | -2.97% | 3.82% | -8.81% | 0.27% | -8.32% | 9.22% | -4.05% | -9.26% | 8.17% | 5.46% | -5.66% | -18.09% |
| 2021 | -0.93% | 2.73% | 4.57% | 5.21% | 0.67% | 2.29% | 2.44% | 2.97% | -4.67% | 7% | -0.69% | 4.51% | 28.78% |
| 2020 | 0.11% | -8.06% | -12.53% | 12.76% | 4.75% | 1.93% | 5.82% | 7.01% | -3.77% | -2.47% | 10.84% | 3.77% | 18.49% |
| 2019 | 8.49% | 3.53% | 1.74% | 4.06% | -6.28% | 7.1% | 1.51% | -1.88% | 1.8% | 2.15% | 3.79% | 2.87% | 31.99% |
| 2018 | 5.3% | -3.61% | -2.22% | 0.45% | 2.54% | 0.5% | 3.36% | 3.52% | 0.43% | -7.04% | 2.02% | -9.05% | -4.78% |
| 2017 | 1.86% | 3.6% | 0.36% | 0.78% | 1.32% | 0.94% | 1.84% | 0.14% | 2.11% | 2.29% | 3.03% | 1.25% | 21.3% |
| 2016 | -6.47% | 1.62% | 6.05% | -0.24% | 2.14% | 0.33% | 3.94% | 0.07% | 0.54% | -2.28% | 4.42% | 1.7% | 11.82% |
| 2015 | -2.81% | 5.77% | -0.99% | 0.27% | 1.35% | -1.79% | 1.98% | -5.88% | -3.59% | 9.39% | 0.08% | -1.71% | 1.15% |
| 2014 | -2.56% | 4.67% | 0.18% | -0.11% | 2.94% | 2.3% | -1.46% | 3.73% | -1.09% | 1.84% | 2.84% | -0.11% | 13.69% |
| 2013 | 5.81% | 1.75% | 3.46% | 1.63% | 3.84% | -2.36% | 4.9% | -2.42% | 3.63% | 4.46% | 2.51% | 2.14% | 33.17% |
| 2012 | 4.74% | 4.36% | 3.14% | -0.87% | -5.8% | 3.22% | 2.07% | 2.07% | 2.42% | -1.95% | 0.61% | 0.65% | 15.14% |
| 2011 | 2.25% | 3.17% | 0.47% | 3.09% | -1.7% | -1.3% | -1.73% | -5.54% | -4.39% | 7.19% | -0.75% | 1.6% | 1.71% |
| 2010 | -3.34% | 2.87% | 6.38% | 1.68% | -7.96% | -4.99% | 6.58% | -4.64% | 10.44% | 2.83% | 0.14% | 6.59% | 15.89% |
| 2009 | -8.01% | -9.81% | 8.75% | 9.05% | 5.17% | 0.49% | 7.71% | 3.26% | 3.62% | -1.59% | 5.25% | 2.5% | 27.23% |
| 2008 | -6.56% | -2.35% | -0.36% | 4.77% | 2.05% | -7.84% | -1.59% | 1.49% | -10.75% | -14.8% | -9.6% | 2.59% | -36.9% |
| 2007 | 1.73% | -1.8% | 0.94% | 5.28% | 2.42% | -1.58% | -2.96% | 0.85% | 4.29% | 0.94% | -2.8% | -1.17% | 5.9% |
| 2006 | 2.23% | 0.95% | 0.19% | 1.24% | -3.33% | 0.74% | -0.21% | 2.7% | 2.74% | 3.01% | 2.42% | 1.15% | 14.55% |
| 2005 | 2.74% | -0.02% | 2.73% |