Summary
HAIL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.94% Volatility 32.60% Sharpe 0.76
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) S&P KENSHO SMART MOBILITY ETF

Symbol: HAIL

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 18/12/2017

Latest date: 20/07/2026

Current price: $36.30

Expense ratio: 0.45%

Assets under management
$22.4M
0.01% 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

-9.40%

Ann. -42.51% (Sharpe / Sortino numerator)

Volatility

38.73%

Sharpe ratio

-1.191

VaR 95%

-3.32%

CVaR 95%: -3.57%
Max drawdown: -11.25%
Sortino ratio: -2.660
Calmar ratio: -3.78

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

-5.47%

Ann. -13.83% (Sharpe / Sortino numerator)

Volatility

33.16%

Sharpe ratio

-0.526

VaR 95%

-3.23%

CVaR 95%: -3.51%
Max drawdown: -18.75%
Sortino ratio: -0.924
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

1.13%

Ann. -15.25% (Sharpe / Sortino numerator)

Volatility

32.40%

Sharpe ratio

-0.583

VaR 95%

-3.32%

CVaR 95%: -4.08%
Max drawdown: -18.75%
Sortino ratio: -0.932
Calmar ratio: -0.81

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

14.94%

Ann. 28.37% (Sharpe / Sortino numerator)

Volatility

32.60%

Sharpe ratio

0.759

VaR 95%

-3.12%

CVaR 95%: -4.53%
Max drawdown: -18.75%
Sortino ratio: 1.112
Calmar ratio: 1.51

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

26.21%

Ann. 9.00% (Sharpe / Sortino numerator)

Volatility

30.23%

Sharpe ratio

0.177

VaR 95%

-3.12%

CVaR 95%: -4.26%
Max drawdown: -30.31%
Sortino ratio: 0.265
Calmar ratio: 0.30

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

6.59%

Ann. 4.00% (Sharpe / Sortino numerator)

Volatility

29.24%

Sharpe ratio

0.013

VaR 95%

-2.97%

CVaR 95%: -3.99%
Max drawdown: -40.96%
Sortino ratio: 0.020
Calmar ratio: 0.10

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.

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

0.076%

Best day

6.081%

31/03/2026
Worst day

-8.014%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $36.30 $36.30 $36.30 $36.30 500
17/07/2026 $35.81 $36.55 $35.81 $36.47 900
16/07/2026 $36.96 $36.96 $36.52 $36.61 1,500
15/07/2026 $37.84 $38.02 $37.51 $37.51 1,000
14/07/2026 $37.40 $37.40 $36.95 $37.27 68,800
13/07/2026 $37.48 $37.48 $36.95 $36.95 700
10/07/2026 $38.11 $38.11 $37.84 $37.84 2,600
09/07/2026 $37.78 $38.33 $37.78 $38.16 800
08/07/2026 $36.84 $37.51 $36.84 $37.51 1,500
07/07/2026 $37.81 $37.81 $37.62 $37.62 1,000