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.