STATE STREET(R) SPDR(R) S&P(R) 1500 MOMENTUM TILT ETF
Symbol: MMTM
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 24/10/2012
Latest date: 15/10/2026
Current price: $303.79
Expense ratio: 0.12%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.36%
Ann. -36.53% (Sharpe / Sortino numerator)
Volatility
22.17%
Sharpe ratio
-1.812
VaR 95%
-1.93%
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
-1.66%
Ann. -11.37% (Sharpe / Sortino numerator)
Volatility
18.10%
Sharpe ratio
-0.829
VaR 95%
-1.76%
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
-0.88%
Ann. -0.76% (Sharpe / Sortino numerator)
Volatility
17.25%
Sharpe ratio
-0.255
VaR 95%
-1.91%
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
7.80%
Ann. 16.87% (Sharpe / Sortino numerator)
Volatility
21.14%
Sharpe ratio
0.626
VaR 95%
-1.84%
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
20.77%
Ann. 12.59% (Sharpe / Sortino numerator)
Volatility
19.67%
Sharpe ratio
0.456
VaR 95%
-1.94%
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
70.09%
Ann. 20.10% (Sharpe / Sortino numerator)
Volatility
17.72%
Sharpe ratio
0.929
VaR 95%
-1.71%
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.
Average daily return
0.035%
Best day
3.456%
Worst day
-2.399%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $303.39 | $304.24 | $302.28 | $303.79 | 2,000 |
| 14/10/2026 | $305.11 | $305.11 | $304.03 | $304.03 | 1,100 |
| 13/10/2026 | $307.89 | $308.84 | $307.65 | $308.58 | 2,400 |
| 12/10/2026 | $309.68 | $309.68 | $309.16 | $309.16 | 500 |
| 09/10/2026 | $310.37 | $310.66 | $310.11 | $310.58 | 1,200 |
| 08/10/2026 | $310.70 | $310.70 | $309.34 | $309.34 | 400 |
| 07/10/2026 | $310.79 | $312.13 | $310.79 | $312.07 | 2,600 |
| 06/10/2026 | $313.24 | $313.80 | $312.41 | $312.41 | 4,300 |
| 05/10/2026 | $310.33 | $312.02 | $310.33 | $311.07 | 7,000 |
| 02/10/2026 | $309.65 | $311.21 | $309.50 | $310.28 | 9,300 |