STRATIFIED LARGECAP INDEX ETF
Symbol: SSPY
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 02/01/2019
Latest date: 02/06/2026
Current price: $96.00
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
3.67%
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
2.86%
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
11.53%
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
22.02%
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
29.96%
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
51.84%
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: 02/06/2025 - 02/06/2026.
Average daily return
0.082%
Best day
2.204%
Worst day
-2.073%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $96.00 | $96.00 | $96.00 | $96.00 | 100 |
| 01/06/2026 | $95.68 | $95.68 | $95.68 | $95.68 | 100 |
| 29/05/2026 | $95.63 | $95.63 | $95.63 | $95.63 | 100 |
| 28/05/2026 | $95.62 | $95.62 | $95.62 | $95.62 | 500 |
| 27/05/2026 | $95.78 | $95.78 | $95.32 | $95.32 | 200 |
| 26/05/2026 | $95.43 | $95.43 | $95.35 | $95.35 | 1,000 |
| 22/05/2026 | $95.15 | $95.15 | $94.99 | $95.11 | 5,200 |
| 21/05/2026 | $93.58 | $94.25 | $93.58 | $94.16 | 5,200 |
| 20/05/2026 | $93.05 | $93.73 | $93.02 | $93.73 | 3,900 |
| 19/05/2026 | $93.01 | $93.22 | $92.83 | $92.83 | 3,500 |