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: 20/07/2026
Current price: $301.15
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
-3.84%
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
-3.30%
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
4.00%
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
12.65%
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
25.22%
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
63.98%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.052%
Best day
3.456%
Worst day
-2.743%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $302.71 | $303.68 | $301.06 | $301.15 | 1,900 |
| 17/07/2026 | $301.30 | $303.95 | $300.12 | $302.38 | 3,300 |
| 16/07/2026 | $308.37 | $308.51 | $303.85 | $304.79 | 600 |
| 15/07/2026 | $309.78 | $309.78 | $308.04 | $309.60 | 1,600 |
| 14/07/2026 | $308.80 | $309.85 | $308.80 | $309.85 | 1,900 |
| 13/07/2026 | $308.72 | $308.72 | $306.34 | $306.34 | 1,600 |
| 10/07/2026 | $309.67 | $310.81 | $309.67 | $310.81 | 800 |
| 09/07/2026 | $308.17 | $309.15 | $308.17 | $309.15 | 300 |
| 08/07/2026 | $302.66 | $306.28 | $302.66 | $306.28 | 1,000 |
| 07/07/2026 | $306.33 | $306.33 | $303.61 | $305.16 | 1,900 |