SPDR S&P 1500 MOMENTUM TILT ETF
Symbol: MMTM
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 24/10/2012
Latest date: 03/06/2026
Current price: $318.14
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
2.46%
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
9.16%
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
9.58%
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
24.27%
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
38.81%
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
83.90%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.091%
Best day
3.456%
Worst day
-2.743%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $319.18 | $319.18 | $318.14 | $318.14 | 2,400 |
| 02/06/2026 | $321.12 | $321.73 | $321.12 | $321.59 | 3,200 |
| 01/06/2026 | $322.84 | $323.52 | $322.62 | $322.90 | 800 |
| 29/05/2026 | $322.90 | $322.98 | $322.89 | $322.89 | 600 |
| 28/05/2026 | $320.22 | $321.06 | $320.22 | $321.06 | 700 |
| 27/05/2026 | $319.69 | $319.69 | $318.60 | $318.94 | 700 |
| 26/05/2026 | $318.69 | $319.06 | $318.47 | $318.61 | 500 |
| 22/05/2026 | $318.83 | $319.02 | $318.83 | $319.02 | 200 |
| 21/05/2026 | $313.99 | $317.16 | $313.99 | $317.16 | 600 |
| 20/05/2026 | $314.50 | $316.47 | $313.95 | $316.47 | 900 |