Summary
SPYG
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 18.31% Volatility 22.24% Sharpe 0.84
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) PORTFOLIO S&P 500(R) GROWTH ETF

Symbol: SPYG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 25/09/2000

Latest date: 15/10/2026

Current price: $122.67

Expense ratio: 0.04%

Assets under management
$56.6B
1.17% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

3.11%

Ann. -38.28% (Sharpe / Sortino numerator)

Volatility

24.40%

Sharpe ratio

-1.718

VaR 95%

-2.11%

CVaR 95%: -2.52%
Max drawdown: -9.32%
Sortino ratio: -3.368
Calmar ratio: -4.11

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

2.38%

Ann. -25.60% (Sharpe / Sortino numerator)

Volatility

19.59%

Sharpe ratio

-1.492

VaR 95%

-1.94%

CVaR 95%: -2.36%
Max drawdown: -13.53%
Sortino ratio: -2.570
Calmar ratio: -1.89

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

12.44%

Ann. -10.68% (Sharpe / Sortino numerator)

Volatility

18.31%

Sharpe ratio

-0.782

VaR 95%

-1.91%

CVaR 95%: -2.39%
Max drawdown: -13.87%
Sortino ratio: -1.177
Calmar ratio: -0.77

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

18.31%

Ann. 22.24% (Sharpe / Sortino numerator)

Volatility

22.24%

Sharpe ratio

0.837

VaR 95%

-1.84%

CVaR 95%: -3.09%
Max drawdown: -13.87%
Sortino ratio: 1.119
Calmar ratio: 1.60

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

48.19%

Ann. 17.51% (Sharpe / Sortino numerator)

Volatility

20.99%

Sharpe ratio

0.661

VaR 95%

-2.13%

CVaR 95%: -3.12%
Max drawdown: -22.14%
Sortino ratio: 0.859
Calmar ratio: 0.79

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

104.90%

Ann. 22.46% (Sharpe / Sortino numerator)

Volatility

18.73%

Sharpe ratio

1.005

VaR 95%

-1.82%

CVaR 95%: -2.76%
Max drawdown: -22.14%
Sortino ratio: 1.325
Calmar ratio: 1.01

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

0.074%

Best day

4.082%

31/03/2026
Worst day

-3.829%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $121.25 $122.91 $120.84 $122.67 2,420,000
14/10/2026 $124.42 $124.79 $122.25 $122.73 3,762,500
13/10/2026 $124.69 $125.31 $124.63 $125.13 1,463,300
12/10/2026 $125.64 $125.72 $125.06 $125.19 1,311,400
09/10/2026 $125.62 $125.89 $125.12 $125.75 1,347,300
08/10/2026 $125.78 $126.15 $124.22 $124.73 1,661,400
07/10/2026 $125.76 $126.40 $125.38 $126.28 1,527,900
06/10/2026 $126.58 $127.13 $126.28 $126.50 3,316,400
05/10/2026 $124.80 $126.08 $124.80 $125.74 1,705,600
02/10/2026 $124.90 $125.30 $124.20 $124.62 1,909,000