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SPDR MFS Systematic Growth Equity ETF (SYG)

ETF · Currency in USD · Last updated May 17, 2022

SYG is an actively managed ETF by State Street. SYG launched on Jan 8, 2014 and has a 0.60% expense ratio.

ETF Info

SYGShare Price Chart


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SYGPerformance

The chart shows the growth of $10,000 invested in SPDR MFS Systematic Growth Equity ETF on Feb 11, 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $428,947 for a total return of roughly 4,189.47%. All prices are adjusted for splits and dividends.


SYG (SPDR MFS Systematic Growth Equity ETF)
Benchmark (^GSPC)

SYGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-5.18%3.92%
YTD1,493.70%11.11%
6M1,558.06%18.88%
1Y2,003.40%46.51%
5Y111.78%16.63%
10Y84.98%12.66%

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 1.30. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


SYG (SPDR MFS Systematic Growth Equity ETF)
Benchmark (^GSPC)

SYGDividend History

SPDR MFS Systematic Growth Equity ETF granted a 0.03% dividend yield in the last twelve months, as of May 17, 2022. The annual payout for that period amounted to $0.51 per share.


PeriodTTM2020201920182017201620152014
Dividend$0.51$0.55$0.99$1.76$0.72$0.62$1.86$2.50

Dividend yield

0.03%0.47%1.11%2.54%0.94%1.03%3.28%4.77%

SYGDrawdowns Chart

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


SYG (SPDR MFS Systematic Growth Equity ETF)
Benchmark (^GSPC)

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 29.86%, recorded on Mar 23, 2020. It took 55 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.86%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-22.62%Oct 3, 201852Dec 24, 2018130Jul 2, 2019182
-15.46%Dec 2, 201546Feb 8, 201694Jul 11, 2016140
-10.75%Jul 17, 201550Sep 29, 201541Dec 1, 201591
-10.62%Jan 29, 20189Feb 8, 2018131Aug 31, 2018140
-10.23%Sep 3, 202041Oct 30, 202032Dec 16, 202073
-9.37%Feb 16, 202115Mar 8, 202112Mar 24, 202127
-9.33%Jul 29, 201947Oct 2, 201938Nov 25, 201985
-8.5%Apr 6, 202122May 6, 2021
-8.18%Sep 23, 20149Oct 15, 20145Nov 4, 201414

SYGVolatility Chart

Current SPDR MFS Systematic Growth Equity ETF volatility is 18.72%. 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 (^GSPC)

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