Summary
ALLW
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 17.68% Volatility 10.57% Sharpe 2.01
Official loaded data — not a live quote.

SPDR BRIDGEWATER ALL WEATHER ETF

Symbol: ALLW

Exchange: NASDAQ

Sector: Technology

Category: Tactical Allocation

Inception date: 05/03/2025

Latest date: 16/07/2026

Current price: $29.17

Expense ratio: 0.85%

Assets under management
$1.6B
-0.28% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-1.89%

Ann. 16.11% (Sharpe / Sortino numerator)

Volatility

12.43%

Sharpe ratio

1.004

VaR 95%

-0.85%

CVaR 95%: -1.46%
Max drawdown: -2.51%
Sortino ratio: 1.381
Calmar ratio: 6.42

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.99%

Ann. 1.64% (Sharpe / Sortino numerator)

Volatility

14.11%

Sharpe ratio

-0.141

VaR 95%

-1.44%

CVaR 95%: -2.15%
Max drawdown: -6.74%
Sortino ratio: -0.181
Calmar ratio: 0.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.61%

Ann. 18.11% (Sharpe / Sortino numerator)

Volatility

12.39%

Sharpe ratio

1.168

VaR 95%

-1.33%

CVaR 95%: -1.95%
Max drawdown: -7.23%
Sortino ratio: 1.469
Calmar ratio: 2.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.68%

Ann. 24.83% (Sharpe / Sortino numerator)

Volatility

10.57%

Sharpe ratio

2.005

VaR 95%

-0.91%

CVaR 95%: -1.51%
Max drawdown: -7.23%
Sortino ratio: 2.700
Calmar ratio: 3.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.067%

Best day

1.979%

31/03/2026
Worst day

-3.11%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $29.25 $29.27 $29.11 $29.17 416,500
15/07/2026 $29.22 $29.45 $29.22 $29.42 535,500
14/07/2026 $29.15 $29.36 $29.15 $29.29 273,900
13/07/2026 $29.22 $29.22 $28.96 $29.03 445,200
10/07/2026 $29.31 $29.31 $29.11 $29.29 367,300
09/07/2026 $29.04 $29.31 $29.04 $29.24 274,100
08/07/2026 $29.09 $29.15 $28.96 $29.11 373,600
07/07/2026 $29.45 $29.46 $29.19 $29.22 837,600
06/07/2026 $29.35 $29.54 $29.35 $29.52 377,700
02/07/2026 $29.14 $29.37 $29.09 $29.24 355,300