ARCX
LGLV
Sep 21, Last price
178.44USD
1D
-0.55%
1Q
-0.03%
Jan 2017
122.13%
Name
SPDR SSGA US Large Cap Low Volatility Index ETF
Chart & performance
Div yield, %
1.91%
Expense ratio
0.12%
AUM
1.19b
Beta (realized)
0.82
Beta (adj.)
0.61
Sharp Ratio
0.34
Sortino Ratio
0.31
Std Dev
17.09%
VaR (95%, 1D)
1.47%
CVaR (99%, 1D)
5.02%
VaR (99%, 30D)
15.23%
MDD
-36.99%
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