NYSEArca - Delayed Quote USD

SPDR S&P 600 Small Cap ETF (SLY)

85.46 -0.53 (-0.62%)
At close: June 9 at 4:00 PM EDT

ETF Summary

The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. In addition, in seeking to track the index, it may invest in equity securities that are not included in the index, cash and cash equivalents or money market instruments, such as repurchase agreements and money market funds. The index measures the performance of the small-capitalization segment of the U.S. equity market.

Risk Overview

Performance & Risk

YTD Return 4.76%
5y Average Return 4.56%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.99
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SLYCategory AverageSLYCategory AverageSLYCategory Average
Alpha 1.32 -7.01 -7.1 -5.68 -3.4 -5.46
BETA 0.99 0.99 1.14 1.12 1.12 1.12
Mean Annual Return 1.25 0.44 0.55 0.97 0.87 0.78
R-squared 68.35 74.07 79.08 77.53 73.22 74.12
Standard Deviation 21.43 20.18 23.91 23.29 19.38 19.74
Sharpe Ratio 0.63 0.12 0.21 0.41 0.48 0.4
Treynor Ratio 12.24 0.48 1.92 6.45 7.03 5.53

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