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ISIN
US78467V2025
CUSIP
78467V202
Inception Date
Apr 25, 2012
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$72M

Share Price Chart


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Performance

INKM Performance Chart

SPDR SSgA Income Allocation ETF (INKM) is up 6.6% since the beginning of the year. INKM is currently trading at $35 per share. Investors who bought $1,000 worth of INKM shares 5 years ago would now be looking at an investment worth $1,230.


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S&P 500 Index

Returns By Period

SPDR SSgA Income Allocation ETF (INKM) has returned 6.64% so far this year and 13.59% over the past 12 months. Over the last ten years, INKM has returned 5.71% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


SPDR SSgA Income Allocation ETF

1D
0.03%
1M
2.30%
YTD
6.64%
6M
7.10%
1Y
13.59%
3Y*
9.78%
5Y*
4.23%
10Y*
5.71%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INKM Monthly Returns History

Based on dividend-adjusted daily data since Apr 26, 2012, INKM's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +8.1%, while the worst month was Mar 2020 at -15.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, INKM closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +4.9%, while the worst single day was Mar 12, 2020 at -8.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.61%3.11%-3.34%2.78%0.74%0.70%6.64%
20251.54%1.44%0.19%0.19%0.94%2.06%0.17%2.45%1.05%-0.04%1.40%-0.10%11.86%
2024-0.95%0.25%2.09%-2.74%2.36%0.08%3.51%2.27%1.98%-1.87%2.18%-3.33%5.70%
20236.16%-3.26%0.95%0.86%-2.49%2.98%1.85%-1.99%-3.68%-2.76%6.64%5.31%10.26%
2022-1.56%-1.76%0.38%-4.83%1.00%-5.12%3.38%-2.70%-7.72%2.32%5.84%-1.77%-12.58%
2021-0.32%1.59%1.66%2.12%1.44%0.47%0.03%0.92%-1.74%1.57%-1.77%2.35%8.52%

Benchmark Metrics

SPDR SSgA Income Allocation ETF has an annualized alpha of -0.05%, beta of 0.42, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since April 26, 2012.

  • This ETF participated in 60.74% of S&P 500 Index downside but only 45.27% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.42 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.05%
Beta
0.42
0.61
Upside Capture
45.27%
Downside Capture
60.74%

Expense Ratio

INKM has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

INKM ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


INKM Risk / Return Rank: 7373
Overall Rank
INKM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
INKM Sortino Ratio Rank: 7979
Sortino Ratio Rank
INKM Omega Ratio Rank: 7979
Omega Ratio Rank
INKM Calmar Ratio Rank: 6464
Calmar Ratio Rank
INKM Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR SSgA Income Allocation ETF (INKM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


INKMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.43

1.36

+0.07

Calmar ratioReturn relative to maximum drawdown

3.00

2.71

+0.29

Martin ratioReturn relative to average drawdown

11.80

12.15

-0.35

Dividends

Dividend History

SPDR SSgA Income Allocation ETF provided a 4.81% dividend yield over the last twelve months, with an annual payout of $1.68 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%3.50%4.00%4.50%5.00%5.50%6.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.68$1.92$1.51$1.42$1.48$1.32$1.31$1.50$1.25$1.04$1.03$1.02

Dividend yield

4.81%5.82%4.83%4.56%5.03%3.74%3.88%4.38%4.08%3.10%3.39%3.45%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR SSgA Income Allocation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.23$0.00$0.00$0.00$0.23
2025$0.00$0.00$0.47$0.00$0.00$0.50$0.00$0.00$0.39$0.00$0.00$0.55$1.92
2024$0.00$0.00$0.25$0.00$0.00$0.43$0.00$0.00$0.33$0.00$0.00$0.50$1.51
2023$0.00$0.00$0.24$0.00$0.00$0.42$0.00$0.00$0.34$0.00$0.00$0.41$1.42
2022$0.00$0.00$0.24$0.00$0.00$0.37$0.00$0.00$0.34$0.00$0.00$0.53$1.48
2021$0.00$0.00$0.26$0.00$0.00$0.39$0.00$0.00$0.22$0.00$0.00$0.45$1.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR SSgA Income Allocation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR SSgA Income Allocation ETF was 28.58%, occurring on Mar 23, 2020. Recovery took 186 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-28.58%Mar 2020
1mo 1d8mo 27d
9mo 28dFeb 2020 - Dec 2020
Bear market2022
-19.18%Oct 2022
11mo 8d1y 9mo
2y 8moNov 2021 - Jul 2024
2016 correction2016
-12.32%Feb 2016
10mo 1d4mo 28d
1y 2moApr 2015 - Jul 2016
2013 pullback2013
-9.98%Jun 2013
1mo 16d9mo 10d
10mo 26dMay 2013 - Mar 2014
Rate-hike selloffLate 2018
-9.34%Dec 2018
10mo 29d3mo 11d
1y 2moJan 2018 - Apr 2019

Drawdown Indicators


INKMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.58%

-56.78%

+28.20%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-9.10%

+4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-9.25%

-18.90%

+9.65%

Max Drawdown (5Y)

Largest decline over 5 years

-19.18%

-25.43%

+6.25%

Max Drawdown (10Y)

Largest decline over 10 years

-28.58%

-33.92%

+5.34%

Current Drawdown

Current decline from peak

0.00%

-1.29%

+1.29%

Average Drawdown

Average peak-to-trough decline

-3.69%

-10.72%

+7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

2.02%

-0.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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