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SPDR MFS Systematic Growth Equity ETF

SYG
ETF · Currency in USD
ISIN
US78467V8899
CUSIP
78467V889
Issuer
State Street
Inception Date
Jan 8, 2014
Region
North America (U.S.)
Category
Large Cap Growth Equities
Expense Ratio
0.60%
Index Tracked
NONE
ETF Home Page
www.ssga.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

SYGPrice Chart


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S&P 500

SYGPerformance

The chart shows the growth of $10,000 invested in SPDR MFS Systematic Growth Equity ETF on Jan 9, 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,766 for a total return of roughly 137.66%. All prices are adjusted for splits and dividends.


SYG (SPDR MFS Systematic Growth Equity ETF)
Benchmark (S&P 500)

SYGReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.23%
YTD2.76%
6M11.43%
1Y57.62%
5Y14.61%
10Y12.75%

SYGMonthly Returns Heatmap


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SYGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SPDR MFS Systematic Growth Equity ETF Sharpe ratio is 2.28. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


SYG (SPDR MFS Systematic Growth Equity ETF)
Benchmark (S&P 500)

SYGDividends


SYG doesn't pay dividends

SYGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


SYG (SPDR MFS Systematic Growth Equity ETF)
Benchmark (S&P 500)

SYGWorst Drawdowns

The table below shows the maximum drawdowns of the SPDR MFS Systematic Growth Equity ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SPDR MFS Systematic Growth Equity ETF is 29.94%, recorded on Mar 23, 2020. It took 55 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.94%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-23.92%Oct 3, 201857Dec 24, 2018145Jul 24, 2019202
-17.34%Dec 2, 201546Feb 8, 2016212Dec 8, 2016258
-10.75%Jul 17, 201552Sep 29, 201544Dec 1, 201596
-10.62%Jan 29, 20189Feb 8, 2018159Sep 26, 2018168
-10.33%Sep 3, 202041Oct 30, 202032Dec 16, 202073
-9.59%Jul 29, 201947Oct 2, 201938Nov 25, 201985
-9.37%Feb 16, 202115Mar 8, 2021
-8.43%Sep 23, 201417Oct 15, 201414Nov 4, 201431
-7.48%Dec 30, 20145Jan 6, 201534Feb 25, 201539

SYGVolatility Chart

Current SPDR MFS Systematic Growth Equity ETF volatility is 0.00%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SYG (SPDR MFS Systematic Growth Equity ETF)
Benchmark (S&P 500)

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