ARCX
SMLV
Oct 20, Last price
153.45USD
1D
1.36%
1Q
-2.83%
Jan 2017
64.24%
Name
SPDR SSGA US Small Cap Low Volatility Index ETF
Chart & performance
Div yield, %
2.37%
Expense ratio
0.12%
AUM
245m
Beta (realized)
0.94
Beta (adj.)
0.78
Sharp Ratio
0.18
Sortino Ratio
0.17
Std Dev
22.00%
VaR (95%, 1D)
1.89%
CVaR (99%, 1D)
6.13%
VaR (99%, 30D)
28.94%
MDD
-42.87%
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