STRATIFIED LARGECAP INDEX ETF
Symbol: SSPY
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 02/01/2019
Latest date: 15/10/2026
Current price: $99.69
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
1.32%
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
2.74%
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
8.87%
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
16.82%
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
27.53%
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
57.37%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.064%
Best day
2.204%
Worst day
-1.575%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $99.00 | $99.69 | $99.00 | $99.69 | 16,500 |
| 14/10/2026 | $98.57 | $98.57 | $98.41 | $98.41 | 200 |
| 13/10/2026 | $98.83 | $98.83 | $98.73 | $98.73 | 1,900 |
| 12/10/2026 | $98.50 | $98.57 | $98.50 | $98.57 | 1,100 |
| 09/10/2026 | $98.26 | $98.36 | $98.26 | $98.36 | 400 |
| 08/10/2026 | $98.02 | $98.02 | $98.02 | $98.02 | 100 |
| 07/10/2026 | $97.53 | $97.53 | $97.33 | $97.33 | 700 |
| 06/10/2026 | $97.54 | $97.91 | $97.54 | $97.91 | 200 |
| 05/10/2026 | $97.17 | $97.27 | $97.17 | $97.27 | 500 |
| 02/10/2026 | $96.85 | $96.85 | $96.76 | $96.76 | 800 |