Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SYE (SPDR MFS Systematic Core Equity ETF) | NA | 50.26% | 14.76% | 14.57% | NA | NA | NA | … | … |
Data as of 03/30/2021, Common starting date is 01/09/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SYE (SPDR MFS Systematic Core Equity ETF) | 01/09/2014 | 03/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 50.26 | 14.76 | 14.57 | NA | NA | NA | … | … | 7.50 | 9.90 | 29.30 | -3.95 | 22.26 | 7.96 | 9.98 | 13.34 |
| Sharpe Ratio | NA | 2.40 | 0.56 | 0.74 | NA | NA | NA | … | … | 2.38 | 0.29 | 2.19 | -0.32 | 3.20 | 0.59 | 0.20 | 0.26 |
| Standard Deviation(%) | NA | 20.91 | 22.74 | 18.76 | NA | NA | NA | … | … | 14.89 | 33.68 | 12.75 | 16.43 | 6.80 | 13.16 | 50.25 | 53.60 |
| Draw Down(%) | NA | 9.70 | 35.10 | 35.10 | NA | NA | NA | … | … | 4.67 | 35.10 | 7.58 | 18.36 | 2.73 | 13.74 | 26.27 | 23.84 |
| Yield(%) | 0.00 | 1.47 | 1.71 | 2.34 | 1.95 | 1.30 | 0.97 | … | … | 0.18 | 1.27 | 2.02 | 1.56 | 2.84 | 1.83 | 2.40 | 3.36 |
Data as of 03/30/2021, Common starting date is 01/09/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYE (SPDR MFS Systematic Core Equity ETF) |
3.15%
Mar 2017 – Mar 2020 |
5.61%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SYE (SPDR MFS Systematic Core Equity ETF) |
16.16%
Sep 2015 – Sep 2018 |
14.97%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart