NYSEArca - Delayed Quote USD

SPDR Portfolio Short Term Treasury ETF (SPTS)

29.12
-0.03
(-0.10%)
At close: May 21 at 4:00:00 PM EDT
29.12
+0.00
+(0.00%)
After hours: May 21 at 5:16:11 PM EDT

ETF Summary

The fund invests at least 80%, of its total assets in the securities comprising the index and in securities that the Adviser determines have economic characteristics that are substantially identical to the economic characteristics of the securities that comprise the index. The index is designed to measure the performance of short term (1-3 years) public obligations of the U.S. Treasury.

Risk Overview

Performance & Risk

YTD Return 1.85%
5y Average Return 1.14%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.25
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
SPTSCategory AverageSPTSCategory AverageSPTSCategory Average
Alpha -0.75 -0.81 -0.76 -0.79 -0.38 -0.53
BETA 0.25 0.33 0.24 0.32 0.26 0.32
Mean Annual Return 0.27 0.25 0.11 0.08 0.13 0.11
R-squared 73.44 78.91 69.35 74.61 63.74 68.32
Standard Deviation 2.22 2.71 1.99 2.42 1.72 2.01
Sharpe Ratio -0.63 -0.64 -0.85 -0.83 -0.28 -0.36
Treynor Ratio -5.68 -5.94 -6.61 -6.51 -1.85 -2.31

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