NYSEArca - Nasdaq Real Time Price USD

SPDR Portfolio MSCI Global Stock Market ETF (SPGM)

65.61
-0.15
(-0.23%)
At close: May 23 at 4:00:00 PM EDT
64.28
-1.33
(-2.03%)
After hours: May 23 at 5:44:23 PM EDT

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 free float-adjusted market capitalization-weighted index that is designed to measure the combined equity market performance of developed and emerging markets.

Risk Overview

Performance & Risk

YTD Return 3.60%
5y Average Return 14.35%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
SPGMCategory AverageSPGMCategory AverageSPGMCategory Average
Alpha -0.49 -1.06 0.2 -0.75 0.16 -0.45
BETA 1 0.99 1 0.98 1 0.96
Mean Annual Return 0.88 0.82 1.14 1.04 0.8 0.72
R-squared 99.75 92.3 99.68 91.49 99.72 92.35
Standard Deviation 15.51 15.89 15.32 15.57 14.9 14.8
Sharpe Ratio 0.38 0.34 0.71 0.62 0.51 0.45
Treynor Ratio 5.02 4.4 10.43 9.33 6.78 6.13

Related Tickers