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SPDR SSgA Income Allocation ETF (INKM)

30.51 -0.01 (-0.05%)
At close: April 24 at 3:50 PM EDT

ETF Summary

The Adviser primarily invests the assets of the fund among ETPs that provide exposure to five primary asset classes: (i) domestic and international equity securities; (ii) domestic and international investment-grade and high yield debt securities; (iii) hybrid equity/debt securities; (iv) first lien senior secured floating rate bank loans, commonly referred to as "Senior Loans"; and (v) REITs, including equity REITs and mortgage REITs.

Risk Overview

Performance & Risk

YTD Return -0.86%
5y Average Return 2.89%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.89
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
INKMCategory AverageINKMCategory AverageINKMCategory Average
Alpha -1.7 1.37 -2.65 1.08 -1.73 0.53
BETA 0.89 0.94 0.98 0.98 0.96 1.01
Mean Annual Return 0.13 0.39 0.36 0.67 0.36 0.57
R-squared 95.88 92.2 90.47 92.43 88.26 92.18
Standard Deviation 11.3 12.25 12.76 12.73 10.12 10.45
Sharpe Ratio -0.12 0.14 0.17 0.46 0.28 0.51
Treynor Ratio -2.2 1.23 1.35 5.38 2.5 4.92

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