SPDR Portfolio S&P 400 Mid Cap ETF
Ticker
SPMD
ISIN
IE00B4YBJ21
Price
USD 57.58
Change Today
-0.28 / -0.484 %
Price 1 year ago
45.80 / 25.722 %
Morningstar
3
52 Week Low
46.65
52 Week High
59.56
200 Day Moving Average 53.11
53.11
50-day Moving Average
56.61
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.23 |
| Sortino Ratio | -0.11 |
| Maximum Drawdown | -3.66% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -5.32 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.33 |
| Volatility | 4.929% |
| Alpha | +11.81 |
| Beta | None |
| R Squared | +94.65 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 10.22% |
| Average Annual Volatility | 20.262% |
| Sharpe Ratio | 0.50 |
| Sortino Ratio | 0.47 |
| Maximum Drawdown | -42.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.26 |
Company information
Summary
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P MidCap 400 Index. Under normal market conditions, the fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is designed to measure the performance of the mid-capitalization segment of the U.S. equity market.
Market
US
Category
Mid-Cap Blend
Expense Ratio
0.05%
Fund family
SPDR State Street Global Advisors
Morningstar
3
Yield
0.0164
Exchange
PCX
| Sector | Weight |
|---|---|
| Industrials | 17.84% |
| Financial services | 15.33% |
| Consumer cyclical | 13.89% |
| Technology | 13.49% |
| Healthcare | 10.45% |
| Realestate | 9.25% |
| Basic materials | 5.67% |
| Energy | 4.53% |
| Consumer defensive | 4.20% |
| Utilities | 2.83% |
| Communication services | 1.49% |
| Country | Ratio |
|---|---|
| United States | 98.99 |
| India | 0.35 |
| United Kingdom | 0.34 |
| Sweden | 0.32 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| TECH | Bio-Techne Corp | 0.75% |
| CGNX | Cognex Corp | 0.63% |
| MOH | Molina Healthcare Inc | 0.63% |
| FICO | Fair Isaac Corp | 0.62% |
| SEDG | SolarEdge Technologies Inc | 0.61% |
| XPO | XPO Logistics Inc | 0.61% |
| SBNY | Signature Bank | 0.6% |
| CPT | Camden Property Trust | 0.55% |
| GGG | Graco Inc | 0.55% |
| FDS | FactSet Research Systems Inc | 0.54% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ABTYX | AB High Income Municipal Portfolio Advisor Class | US018642108 | NAS | 4 | |||
| IE00B5NL1J06.IR | City Financial Adventurous Portfolio Sterling Acc Class | IE00B5NL1J06 | ISE | 5 | |||
| IE00B6363Y17.IR | City Financial Adventurous Portfolio Y Sterling Acc Class | IE00B6363Y17 | ISE | 5 | |||
| SPEM | SPDR Portfolio Emerging Markets ETF | US78463X509 | PCX | 0.11% | 4 | -7.55 | |
| SPGM | SPDR Portfolio MSCI Global Stock Market ETF | US78463X475 | PCX | 0.09% | 4 | +0.77 | |
| SPIB | SPDR Portfolio Intermediate Term Corporate Bond ETF | US78464A375 | PCX | 0.04% | 4 | +1.27 | |
| SPLG | SPDR Portfolio S&P 500 ETF | US78462F103 | PCX | 0.03% | 4 | -0.03 | |
| SPMB | SPDR Portfolio Mortgage Backed Bond ETF | US78464A383 | PCX | 0.04% | 4 | +2.33 | |
| SPSB | SPDR Portfolio Short Term Corporate Bond ETF | IE00B6YX5C3 | PCX | 0.04% | 4 | -0.40 | |
| SPTI | SPDR Portfolio Intermediate Term Treasury ETF | US78464A672 | PCX | 0.06% | 4 | -1.08 | |
| SPTL | SPDR Portfolio Long Term Treasury ETF | US78464A664 | PCX | 0.06% | 4 | -5.00 | |
| SPTM | SPDR Portfolio S&P 1500 Composite Stock Market ETF | US78464A805 | PCX | 0.03% | 4 | +0.92 | |
| SPTS | SPDR Portfolio Short Term Treasury ETF | US78468R101 | PCX | 0.06% | 4 | -2.44 | |
| SPYG | SPDR Portfolio S&P 500 Growth ETF | US78464A870 | PCX | 0.04% | 4 | -10.27 | |
| SPYV | SPDR Portfolio S&P 500 Value ETF | NUS78464A50 | PCX | 0.04% | 4 | +10.26 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.