Summary
HAIL
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -10.72% 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: 15/10/2026

Current price: $32.45

Expense ratio: 0.45%

Assets under management
$17.6M
1.62% 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

-5.71%

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

-13.26%

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

-10.43%

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

-10.72%

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

21.58%

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

17.22%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.025%

Best day

6.081%

31/03/2026
Worst day

-8.014%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $31.93 $32.45 $31.93 $32.45 800
14/10/2026 $32.42 $32.47 $31.89 $31.89 2,300
13/10/2026 $32.87 $32.97 $32.65 $32.97 800
12/10/2026 $33.46 $33.46 $32.91 $32.91 400
09/10/2026 $33.89 $33.89 $33.60 $33.68 2,400
08/10/2026 $33.50 $33.50 $33.20 $33.48 2,100
07/10/2026 $33.73 $33.88 $33.73 $33.88 400
06/10/2026 $34.63 $34.63 $34.52 $34.52 500
05/10/2026 $34.18 $34.38 $34.18 $34.33 2,800
02/10/2026 $34.37 $34.37 $34.21 $34.21 1,800