Summary
ONEO
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 20.91% Volatility 17.82% Sharpe 0.71
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) RUSSELL 1000 MOMENTUM FOCUS ETF

Symbol: ONEO

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 01/12/2015

Latest date: 15/10/2026

Current price: $152.63

Expense ratio: 0.20%

Assets under management
$29.6M
0.02% 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

0.68%

Ann. -39.41% (Sharpe / Sortino numerator)

Volatility

18.23%

Sharpe ratio

-2.361

VaR 95%

-1.85%

CVaR 95%: -1.91%
Max drawdown: -6.26%
Sortino ratio: -4.324
Calmar ratio: -6.29

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

0.95%

Ann. 12.08% (Sharpe / Sortino numerator)

Volatility

15.40%

Sharpe ratio

0.549

VaR 95%

-1.58%

CVaR 95%: -1.76%
Max drawdown: -7.72%
Sortino ratio: 0.872
Calmar ratio: 1.57

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

9.77%

Ann. 9.88% (Sharpe / Sortino numerator)

Volatility

14.14%

Sharpe ratio

0.442

VaR 95%

-1.46%

CVaR 95%: -1.77%
Max drawdown: -7.72%
Sortino ratio: 0.689
Calmar ratio: 1.28

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

20.91%

Ann. 16.25% (Sharpe / Sortino numerator)

Volatility

17.82%

Sharpe ratio

0.708

VaR 95%

-1.46%

CVaR 95%: -2.48%
Max drawdown: -7.92%
Sortino ratio: 0.929
Calmar ratio: 2.05

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

30.31%

Ann. 10.19% (Sharpe / Sortino numerator)

Volatility

16.07%

Sharpe ratio

0.408

VaR 95%

-1.50%

CVaR 95%: -2.24%
Max drawdown: -19.72%
Sortino ratio: 0.571
Calmar ratio: 0.52

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

68.40%

Ann. 14.15% (Sharpe / Sortino numerator)

Volatility

15.18%

Sharpe ratio

0.693

VaR 95%

-1.44%

CVaR 95%: -2.04%
Max drawdown: -19.72%
Sortino ratio: 1.013
Calmar ratio: 0.72

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

0.079%

Best day

2.632%

08/04/2026
Worst day

-2.172%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $152.60 $152.63 $152.60 $152.63 1,000
14/10/2026 $150.20 $150.91 $150.20 $150.86 500
13/10/2026 $152.12 $152.12 $152.12 $152.12 100
12/10/2026 $152.28 $152.28 $151.80 $151.80 300
09/10/2026 $152.08 $152.08 $151.78 $151.88 1,400
08/10/2026 $151.15 $151.15 $151.15 $151.15 100
07/10/2026 $150.54 $150.54 $150.21 $150.23 900
06/10/2026 $151.72 $151.72 $151.72 $151.72 100
05/10/2026 $150.76 $151.04 $150.76 $151.04 200
02/10/2026 $150.31 $150.31 $150.31 $150.31 100