Summary
FITE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 38.49% Volatility 27.17% Sharpe 1.32
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) S&P KENSHO FUTURE SECURITY ETF

Symbol: FITE

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 18/12/2017

Latest date: 20/07/2026

Current price: $107.19

Expense ratio: 0.45%

Assets under management
$150.6M
-0.29% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

2.20%

Ann. -14.81% (Sharpe / Sortino numerator)

Volatility

30.67%

Sharpe ratio

-0.601

VaR 95%

-2.65%

CVaR 95%: -3.03%
Max drawdown: -10.19%
Sortino ratio: -1.210
Calmar ratio: -1.45

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

12.34%

Ann. 13.30% (Sharpe / Sortino numerator)

Volatility

30.58%

Sharpe ratio

0.316

VaR 95%

-2.66%

CVaR 95%: -3.37%
Max drawdown: -15.37%
Sortino ratio: 0.609
Calmar ratio: 0.86

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

13.46%

Ann. 3.64% (Sharpe / Sortino numerator)

Volatility

28.31%

Sharpe ratio

0.000

VaR 95%

-2.65%

CVaR 95%: -3.53%
Max drawdown: -15.37%
Sortino ratio: 0.001
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

38.49%

Ann. 39.57% (Sharpe / Sortino numerator)

Volatility

27.17%

Sharpe ratio

1.323

VaR 95%

-2.47%

CVaR 95%: -3.74%
Max drawdown: -15.37%
Sortino ratio: 1.945
Calmar ratio: 2.57

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

86.48%

Ann. 26.52% (Sharpe / Sortino numerator)

Volatility

23.78%

Sharpe ratio

0.963

VaR 95%

-2.44%

CVaR 95%: -3.33%
Max drawdown: -22.07%
Sortino ratio: 1.394
Calmar ratio: 1.20

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

120.02%

Ann. 24.73% (Sharpe / Sortino numerator)

Volatility

21.37%

Sharpe ratio

0.987

VaR 95%

-2.19%

CVaR 95%: -3.01%
Max drawdown: -22.07%
Sortino ratio: 1.439
Calmar ratio: 1.12

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.145%

Best day

5.25%

11/06/2026
Worst day

-6.257%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $107.50 $108.57 $107.19 $107.19 5,500
17/07/2026 $106.00 $108.32 $105.58 $107.50 9,400
16/07/2026 $109.26 $109.26 $107.26 $107.31 4,900
15/07/2026 $112.28 $112.73 $109.20 $109.50 13,000
14/07/2026 $109.00 $111.72 $109.00 $111.15 4,900
13/07/2026 $110.07 $110.07 $108.03 $108.50 7,200
10/07/2026 $112.32 $112.67 $110.09 $110.21 13,100
09/07/2026 $111.16 $112.33 $111.16 $112.19 6,200
08/07/2026 $110.53 $110.90 $110.00 $110.90 4,900
07/07/2026 $114.62 $114.62 $111.39 $111.75 4,900