Summary
SPIN
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 12.30% Volatility 16.29% Sharpe 0.52
Official loaded data — not a live quote.

SPDR SSGA US Equity Premium Income ETF

Symbol: SPIN

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 04/09/2024

Latest date: 15/10/2026

Current price: $33.73

Expense ratio: 0.25%

Assets under management
$46.4M
0.55% 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

3.30%

Ann. -40.18% (Sharpe / Sortino numerator)

Volatility

17.24%

Sharpe ratio

-2.541

VaR 95%

-1.59%

CVaR 95%: -1.63%
Max drawdown: -7.14%
Sortino ratio: -5.019
Calmar ratio: -5.63

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

3.89%

Ann. -21.01% (Sharpe / Sortino numerator)

Volatility

14.19%

Sharpe ratio

-1.736

VaR 95%

-1.38%

CVaR 95%: -1.74%
Max drawdown: -11.08%
Sortino ratio: -2.727
Calmar ratio: -1.90

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

8.42%

Ann. -4.54% (Sharpe / Sortino numerator)

Volatility

12.96%

Sharpe ratio

-0.630

VaR 95%

-1.37%

CVaR 95%: -1.77%
Max drawdown: -11.08%
Sortino ratio: -0.906
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.

Period total return

12.30%

Ann. 12.09% (Sharpe / Sortino numerator)

Volatility

16.29%

Sharpe ratio

0.519

VaR 95%

-1.36%

CVaR 95%: -2.37%
Max drawdown: -11.08%
Sortino ratio: 0.613
Calmar ratio: 1.09

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

25.33%

Ann. 11.74% (Sharpe / Sortino numerator)

Volatility

14.77%

Sharpe ratio

0.552

VaR 95%

-1.44%

CVaR 95%: -2.19%
Max drawdown: -16.85%
Sortino ratio: 0.637
Calmar ratio: 0.70

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

0.049%

Best day

2.722%

31/03/2026
Worst day

-2.289%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $33.54 $33.73 $33.54 $33.73 1,500
14/10/2026 $33.64 $33.64 $33.57 $33.57 1,600
13/10/2026 $34.02 $34.02 $33.97 $34.01 1,300
12/10/2026 $34.01 $34.02 $33.96 $33.96 3,500
09/10/2026 $33.91 $33.95 $33.91 $33.95 1,200
08/10/2026 $33.82 $33.89 $33.77 $33.77 9,300
07/10/2026 $33.90 $33.98 $33.90 $33.98 1,300
06/10/2026 $34.02 $34.02 $34.02 $34.02 200
05/10/2026 $33.73 $33.96 $33.73 $33.85 3,400
02/10/2026 $33.62 $33.62 $33.62 $33.62 300