Summary
SLYG
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 28.60% Volatility 22.13% Sharpe 0.60
Official loaded data — not a live quote.

SPDR(R) S & P 600 SMALL CAP GROWTH ETF

Symbol: SLYG

Exchange: NYSE

Sector: Technology

Category: Small Growth

Inception date: 25/09/2000

Latest date: 02/06/2026

Current price: $109.21

Expense ratio: 0.15%

Assets under management
$4.7B
0.81% 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

1.56%

Ann. -38.12% (Sharpe / Sortino numerator)

Volatility

24.27%

Sharpe ratio

-1.720

VaR 95%

-2.28%

CVaR 95%: -2.35%
Max drawdown: -7.91%
Sortino ratio: -3.283
Calmar ratio: -4.82

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

6.84%

Ann. 12.21% (Sharpe / Sortino numerator)

Volatility

19.61%

Sharpe ratio

0.438

VaR 95%

-1.95%

CVaR 95%: -2.22%
Max drawdown: -9.27%
Sortino ratio: 0.709
Calmar ratio: 1.32

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

16.01%

Ann. 7.61% (Sharpe / Sortino numerator)

Volatility

18.60%

Sharpe ratio

0.214

VaR 95%

-1.93%

CVaR 95%: -2.31%
Max drawdown: -9.27%
Sortino ratio: 0.347
Calmar ratio: 0.82

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

28.60%

Ann. 16.84% (Sharpe / Sortino numerator)

Volatility

22.13%

Sharpe ratio

0.597

VaR 95%

-2.00%

CVaR 95%: -3.00%
Max drawdown: -9.27%
Sortino ratio: 0.840
Calmar ratio: 1.82

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

27.60%

Ann. 8.32% (Sharpe / Sortino numerator)

Volatility

20.94%

Sharpe ratio

0.224

VaR 95%

-1.95%

CVaR 95%: -2.88%
Max drawdown: -27.39%
Sortino ratio: 0.332
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

50.55%

Ann. 11.15% (Sharpe / Sortino numerator)

Volatility

20.02%

Sharpe ratio

0.376

VaR 95%

-1.80%

CVaR 95%: -2.69%
Max drawdown: -27.39%
Sortino ratio: 0.585
Calmar ratio: 0.41

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.106%

Best day

3.503%

31/03/2026
Worst day

-2.84%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $108.33 $109.24 $108.30 $109.21 111,600
01/06/2026 $108.34 $108.81 $107.36 $108.51 119,600
29/05/2026 $109.55 $109.60 $108.79 $108.97 105,200
28/05/2026 $109.51 $110.06 $108.88 $109.72 183,400
27/05/2026 $110.35 $110.56 $109.70 $109.82 147,000
26/05/2026 $109.01 $110.24 $108.95 $110.14 158,900
22/05/2026 $107.77 $108.44 $107.31 $108.09 93,100
21/05/2026 $106.38 $107.66 $105.61 $107.26 119,200
20/05/2026 $105.59 $107.16 $105.16 $107.12 109,100
19/05/2026 $105.58 $105.86 $104.66 $105.04 106,100