Summary
SPTM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.68% Volatility 18.26% Sharpe 0.74
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) PORTFOLIO S&P 1500(R) COMPOSITE STOCK MARKET ETF

Symbol: SPTM

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 04/10/2000

Latest date: 20/07/2026

Current price: $90.13

Expense ratio: 0.03%

Assets under management
$13.6B
-0.68% 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

-0.27%

Ann. -39.86% (Sharpe / Sortino numerator)

Volatility

18.08%

Sharpe ratio

-2.406

VaR 95%

-1.66%

CVaR 95%: -1.71%
Max drawdown: -7.49%
Sortino ratio: -4.304
Calmar ratio: -5.32

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

4.90%

Ann. -13.60% (Sharpe / Sortino numerator)

Volatility

14.41%

Sharpe ratio

-1.196

VaR 95%

-1.58%

CVaR 95%: -1.75%
Max drawdown: -8.96%
Sortino ratio: -1.790
Calmar ratio: -1.52

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

10.12%

Ann. -2.50% (Sharpe / Sortino numerator)

Volatility

13.58%

Sharpe ratio

-0.452

VaR 95%

-1.57%

CVaR 95%: -1.86%
Max drawdown: -8.96%
Sortino ratio: -0.630
Calmar ratio: -0.28

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

19.68%

Ann. 17.20% (Sharpe / Sortino numerator)

Volatility

18.26%

Sharpe ratio

0.743

VaR 95%

-1.58%

CVaR 95%: -2.63%
Max drawdown: -8.96%
Sortino ratio: 0.917
Calmar ratio: 1.92

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

36.25%

Ann. 13.36% (Sharpe / Sortino numerator)

Volatility

16.21%

Sharpe ratio

0.600

VaR 95%

-1.58%

CVaR 95%: -2.37%
Max drawdown: -18.87%
Sortino ratio: 0.757
Calmar ratio: 0.71

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.

Period total return

68.49%

Ann. 18.06% (Sharpe / Sortino numerator)

Volatility

14.80%

Sharpe ratio

0.975

VaR 95%

-1.47%

CVaR 95%: -2.11%
Max drawdown: -18.87%
Sortino ratio: 1.282
Calmar ratio: 0.96

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.075%

Best day

2.862%

31/03/2026
Worst day

-2.71%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $90.75 $90.94 $90.09 $90.13 472,600
17/07/2026 $90.10 $90.80 $90.03 $90.29 627,600
16/07/2026 $91.39 $91.64 $90.86 $91.19 488,600
15/07/2026 $91.49 $91.72 $91.09 $91.58 316,500
14/07/2026 $91.23 $91.44 $90.95 $91.27 385,600
13/07/2026 $91.39 $91.52 $90.80 $90.94 400,200
10/07/2026 $91.26 $91.67 $90.82 $91.61 560,900
09/07/2026 $90.70 $91.32 $90.53 $91.26 331,400
08/07/2026 $90.32 $90.55 $89.77 $90.47 454,800
07/07/2026 $91.12 $91.21 $90.54 $90.78 385,200