NYSEArca - Delayed Quote USD

SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV)

150.45 -0.47 (-0.31%)
At close: April 25 at 3:59 PM EDT

ETF Summary

The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is designed to measure the performance of the stocks of U.S. large capitalization companies that exhibit low volatility. Volatility is a statistical measurement of the magnitude of movements in a stock's price over time.

Risk Overview

Performance & Risk

YTD Return 4.19%
5y Average Return 10.13%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.81
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
LGLVCategory AverageLGLVCategory AverageLGLVCategory Average
Alpha -0.23 -1.1 -1.18 -0.96 0.54 -1.2
BETA 0.81 0.95 0.83 0.98 0.82 0.99
Mean Annual Return 0.86 0.91 1.02 1.21 0.99 1.01
R-squared 85.7 93.93 85.82 95.16 85.78 95.05
Standard Deviation 15.27 17.33 16.38 18.46 13.47 15.4
Sharpe Ratio 0.49 0.46 0.62 0.67 0.77 0.69
Treynor Ratio 8.28 7.21 11.24 11.73 12.16 10.12

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