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SPDR Portfolio Emerging Markets ETF (SPEM)

39.31 -0.15 (-0.38%)
At close: November 21 at 4:00 PM EST
41.24 +1.93 (+4.91%)
After hours: November 21 at 6:15 PM EST

ETF Summary

The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index and in depositary receipts based on securities comprising the index. The index is a float-adjusted market capitalization weighted index designed to define and measure the investable universe of publicly traded companies domiciled in emerging markets.

Risk Overview

Performance & Risk

YTD Return 12.77%
5y Average Return 4.83%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.84
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SPEMCategory AverageSPEMCategory AverageSPEMCategory Average
Alpha -1.08 -3.26 0.16 -1.01 -0.18 -1.16
BETA 0.84 0.94 0.89 0.98 0.96 0.99
Mean Annual Return 0.17 -0.02 0.57 0.5 0.46 0.39
R-squared 74.87 76.88 78.04 77.66 78.21 76.29
Standard Deviation 16.02 17.85 17.54 19.35 16.35 17.14
Sharpe Ratio -0.12 -0.23 0.24 0.18 0.23 0.17
Treynor Ratio -3.86 -5.97 3.21 1.79 2.54 1.44

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