NYSEArca - Delayed Quote USD
SPDR Russell 1000 Low Volatility Focus ETF (ONEV)
At close: October 21 at 3:49 PM EDT
ETF Summary
Under normal market conditions, 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 reflect the performance of a segment of large-capitalization U.S. equity securities demonstrating a combination of core factors (high value, high quality, and low size characteristics), with a focus factor comprising low volatility characteristics.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 15.87% |
| 5y Average Return | 12.05% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.90 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| ONEV | Category Average | ONEV | Category Average | ONEV | Category Average | |
| Alpha | -0.98 | -2.21 | -3.05 | -4.4 | 0 | -4.39 |
| BETA | 0.9 | 0.93 | 0.97 | 1.06 | 0 | 1.05 |
| Mean Annual Return | 0.91 | 0.83 | 1.09 | 1.08 | 0 | 0.84 |
| R-squared | 82.84 | 71.52 | 85.86 | 75.34 | 0 | 76.58 |
| Standard Deviation | 17.25 | 19.22 | 18.88 | 21.93 | 0 | 18.32 |
| Sharpe Ratio | 0.41 | 0.32 | 0.56 | 0.48 | 0 | 0.46 |
| Treynor Ratio | 6.71 | 5 | 9.68 | 8.09 | 0 | 6.62 |
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