Summary
GMF
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.70% Volatility 18.58% Sharpe 0.81
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) S&P(R) EMERGING ASIA PACIFIC ETF

Symbol: GMF

Exchange: NYSE

Sector: Technology

Category: Pacific/Asia ex-Japan Stk

Inception date: 19/03/2007

Latest date: 20/07/2026

Current price: $149.78

Expense ratio: 0.49%

Assets under management
$438.1M
-0.50% 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

-6.80%

Ann. -57.10% (Sharpe / Sortino numerator)

Volatility

24.74%

Sharpe ratio

-2.455

VaR 95%

-2.78%

CVaR 95%: -3.06%
Max drawdown: -7.05%
Sortino ratio: -3.834
Calmar ratio: -8.10

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

1.37%

Ann. -18.53% (Sharpe / Sortino numerator)

Volatility

19.72%

Sharpe ratio

-1.124

VaR 95%

-1.96%

CVaR 95%: -2.65%
Max drawdown: -12.62%
Sortino ratio: -1.698
Calmar ratio: -1.47

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

5.93%

Ann. -5.21% (Sharpe / Sortino numerator)

Volatility

17.80%

Sharpe ratio

-0.496

VaR 95%

-1.80%

CVaR 95%: -2.57%
Max drawdown: -12.62%
Sortino ratio: -0.725
Calmar ratio: -0.41

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

16.70%

Ann. 18.69% (Sharpe / Sortino numerator)

Volatility

18.58%

Sharpe ratio

0.811

VaR 95%

-1.59%

CVaR 95%: -2.71%
Max drawdown: -12.62%
Sortino ratio: 1.072
Calmar ratio: 1.48

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

38.45%

Ann. 15.84% (Sharpe / Sortino numerator)

Volatility

17.88%

Sharpe ratio

0.683

VaR 95%

-1.71%

CVaR 95%: -2.60%
Max drawdown: -21.43%
Sortino ratio: 0.932
Calmar ratio: 0.74

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

57.49%

Ann. 12.98% (Sharpe / Sortino numerator)

Volatility

16.71%

Sharpe ratio

0.559

VaR 95%

-1.62%

CVaR 95%: -2.37%
Max drawdown: -21.43%
Sortino ratio: 0.796
Calmar ratio: 0.61

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

0.069%

Best day

4.185%

08/04/2026
Worst day

-4.116%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $150.53 $150.53 $148.97 $149.78 15,800
17/07/2026 $148.66 $150.26 $148.49 $149.44 3,200
16/07/2026 $152.38 $153.21 $151.82 $152.14 5,800
15/07/2026 $154.35 $154.46 $153.30 $153.83 17,400
14/07/2026 $153.15 $153.37 $152.72 $152.85 34,300
13/07/2026 $153.90 $154.10 $152.27 $152.29 4,300
10/07/2026 $155.95 $156.47 $155.66 $155.84 11,300
09/07/2026 $155.46 $155.64 $155.24 $155.24 2,200
08/07/2026 $153.61 $154.27 $153.01 $154.07 6,500
07/07/2026 $154.19 $154.19 $153.10 $153.10 10,800