SPY (NYSE ARCA) - SPDR S&P 500 ETF Trust

Exchange: USA Stocks • Country: USA • Currency: USD • Type: Etf • ISIN: US78462F1030 • Large Blend
The Trust seeks to achieve its investment objective by holding a portfolio of the common stocks that are included in the index (the 'Portfolio'), with the weight of each stock in the Portfolio substantially corresponding to the weight of such stock in the index. ‣ Company URL: http://www.spdrs.com ‣ Domicile: United States ‣ Index Name: S&P 500 Index

Drawdown (Underwater) Chart

Drawdown / Underwater Chart for SPY (NYSE ARCA) - SPDR S&P 500 ETF Trust
Market Cap. 395,918m USD
Category Large Blend
TER 0.09%
IPO / Inception 1993-01-22

Ratings

Fundamental -
Dividend 6.63
Performance 5y 6.81
Performance TTM 9.86
Relative Performance -
Analysts -
Price / Fair Price TR 1.08
Price / Fair Price DCF todo

Technical

Growth TTM 6.12%
CAGR 5y 10.92%
CAGR / Mean Drawdown 5y 1.69
Sharpe Ratio TTM 0.07
Alpha vs SP500 TTM 0.00
Beta vs SP500 5y weekly 1.00
CAPM 10.00%
Average Daily Range % 0.94%
Volatility GJR Garch 1y 11.48%
Max Drawdown 5y 34%
Mean Drawdown 5y 6.4%
Price / SMA 50 3.71%
Price / SMA 200 8.7%
Current Volume 61952.8k
Average Volume 83594.7k

Dividends

Rate TTM 6.46
Yield TTM 1.51%
Div. CAGR 5y 4.38%
Consistency of Dividends all time 98.6%