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SPLG: SPDR® Portfolio S&P 500 ETF (ETF)
Basic Info 62.35 0.08(0.13%) May 20
Asset Class: | EQUITY |
MyPlanIQ Rating: | (95%) |
Start Date: | 11/15/2005 |
Last Dividend Date: | 03/18/2024 |
12-Mo. Yield | 1.69% |
Expenses | - |
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Performance Analytics (As of 05/17/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 11/15/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.7 | 11.9 | 28.4 | 10.4 | 15.0 | 12.4 | 13.7 | 9.3 | 26.2 | -18.1 | 28.8 | 18.5 | 32.0 | -4.8 | 20.1 | 10.1 | -0.3 | 12.1 | 31.3 | 13.4 | 0.3 | 14.3 | 25.3 | -38.0 | 4.4 | 12.6 | 2.0 |
Sharpe Ratio | NA | 2.65 | 2.23 | 0.45 | 0.63 | 0.64 | NA | 0.45 | 1.7 | -0.81 | 2.23 | 0.53 | 2.43 | -0.36 | 2.77 | 0.74 | -0.02 | 1.12 | 2.78 | 1.09 | 0.01 | 0.81 | 0.95 | -1.2 | 0.1 | 0.92 | 2.28 |
Draw Down(%) | NA | 5.3 | 9.9 | 24.5 | 33.9 | 33.9 | NA | 55.5 | 9.9 | 24.5 | 5.1 | 33.9 | 6.7 | 19.8 | 2.9 | 11.2 | 11.9 | 7.7 | 6.4 | 9.9 | 20.8 | 15.6 | 26.5 | 46.7 | 9.3 | 7.7 | 1.3 |
Standard Deviation(%) | NA | 11.4 | 11.5 | 17.2 | 21.2 | 17.7 | NA | 18.6 | 13.0 | 24.1 | 12.9 | 34.5 | 12.6 | 17.1 | 7.0 | 13.3 | 15.2 | 10.8 | 11.3 | 12.3 | 23.8 | 17.7 | 26.7 | 32.4 | 14.5 | 10.2 | 6.3 |
Treynor Ratio | NA | 0.32 | 0.27 | 0.08 | 0.14 | 0.12 | NA | 0.1 | 0.23 | -0.2 | 0.31 | 0.19 | 0.31 | -0.06 | 0.22 | 0.11 | 0.0 | 0.17 | 0.43 | 0.19 | 0.0 | 0.16 | 0.28 | -0.6 | 0.02 | 0.22 | 0.56 |
Alpha | NA | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | NA | 0.0 | 0.0 | 0.0 | 0.02 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | -0.07 | 0.0 | 0.02 | 0.04 |
Beta | NA | 0.96 | 0.95 | 0.96 | 0.97 | 0.95 | NA | 0.83 | 0.96 | 0.96 | 0.92 | 0.98 | 0.99 | 1.0 | 0.9 | 0.88 | 0.86 | 0.69 | 0.73 | 0.71 | 0.75 | 0.88 | 0.9 | 0.65 | 0.67 | 0.42 | 0.26 |
RSquared | NA | 0.99 | 0.99 | 0.99 | 0.99 | 0.95 | NA | 0.79 | 0.99 | 0.99 | 0.96 | 0.99 | 0.99 | 0.99 | 0.81 | 0.79 | 0.75 | 0.57 | 0.55 | 0.58 | 0.6 | 0.87 | 0.89 | 0.68 | 0.55 | 0.2 | 0.11 |
Yield(%) | N/A | 0.4 | 1.7 | 1.6 | 2.2 | 2.3 | 3.4 | N/A | 1.8 | 1.4 | 1.6 | 1.8 | 2.3 | 2.1 | 1.0 | 0.6 | 0.5 | 0.5 | 0.5 | 0.6 | 0.5 | 0.5 | 0.6 | 0.5 | 0.5 | 0.6 | 0.1 |
Dividend Growth(%) | N/A | -75.0 | 6.7 | 12.1 | 164.1 | N/A | N/A | N/A | 5.3 | 10.1 | 1.5 | 0.0 | 4.6 | 150.0 | 100.0 | 0.0 | 18.2 | 22.2 | 0.0 | 28.6 | 16.7 | 0.0 | -25.0 | 0.0 | -11.1 | 800.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/15/2005
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