STRATIFIED LARGECAP INDEX ETF
Symbol: SSPY
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 02/01/2019
Latest date: 16/07/2026
Current price: $97.98
Expense ratio: 0.45%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.11%
Ann. -42.16% (Sharpe / Sortino numerator)
Volatility
13.16%
Sharpe ratio
-3.478
VaR 95%
-1.34%
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
6.57%
Ann. 6.74% (Sharpe / Sortino numerator)
Volatility
11.94%
Sharpe ratio
0.260
VaR 95%
-1.25%
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
8.78%
Ann. 6.81% (Sharpe / Sortino numerator)
Volatility
11.48%
Sharpe ratio
0.277
VaR 95%
-1.12%
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
20.37%
Ann. 14.07% (Sharpe / Sortino numerator)
Volatility
16.16%
Sharpe ratio
0.646
VaR 95%
-1.18%
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
27.65%
Ann. 9.18% (Sharpe / Sortino numerator)
Volatility
14.31%
Sharpe ratio
0.388
VaR 95%
-1.27%
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
46.33%
Ann. 11.93% (Sharpe / Sortino numerator)
Volatility
13.42%
Sharpe ratio
0.618
VaR 95%
-1.25%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.076%
Best day
2.204%
Worst day
-2.073%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $97.69 | $97.98 | $97.69 | $97.98 | 700 |
| 15/07/2026 | $97.42 | $97.42 | $97.04 | $97.04 | 4,200 |
| 14/07/2026 | $97.35 | $97.36 | $97.35 | $97.36 | 10,500 |
| 13/07/2026 | $97.95 | $97.95 | $97.95 | $97.95 | 100 |
| 10/07/2026 | $98.05 | $98.05 | $97.98 | $97.98 | 1,000 |
| 09/07/2026 | $97.19 | $97.68 | $97.19 | $97.53 | 500 |
| 08/07/2026 | $97.39 | $97.39 | $97.13 | $97.22 | 1,700 |
| 07/07/2026 | $98.49 | $98.49 | $98.21 | $98.25 | 4,500 |
| 06/07/2026 | $98.10 | $98.10 | $98.03 | $98.03 | 300 |
| 02/07/2026 | $97.80 | $97.99 | $97.80 | $97.99 | 1,200 |