SPDR S&P 1500 MOMENTUM TILT ETF
Symbol: MMTM
Exchange: NYSE ARCA
Sector: Technology
Category: Large Blend
Inception Date: 24/10/2012
Latest Date: 17/04/2026
Current Price: $312.89
Expense Ratio: 0.12%
Assets Under Management
$151.4M
0.57% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
9.45%
Volatility
22.17%
Sharpe Ratio
-1.812
VaR 95%
-1.93%
CVaR 95%:
-2.17%
Max Drawdown:
-7.92%
Sortino Ratio:
-3.806
Calmar Ratio:
-4.61
Return
7.52%
Volatility
18.10%
Sharpe Ratio
-0.829
VaR 95%
-1.76%
CVaR 95%:
-2.09%
Max Drawdown:
-10.09%
Sortino Ratio:
-1.428
Calmar Ratio:
-1.13
Return
9.38%
Volatility
17.25%
Sharpe Ratio
-0.255
VaR 95%
-1.91%
CVaR 95%:
-2.25%
Max Drawdown:
-10.09%
Sortino Ratio:
-0.381
Calmar Ratio:
-0.08
Return
38.61%
Volatility
21.14%
Sharpe Ratio
0.626
VaR 95%
-1.84%
CVaR 95%:
-3.04%
Max Drawdown:
-10.09%
Sortino Ratio:
0.786
Calmar Ratio:
1.67
Return
44.36%
Volatility
19.67%
Sharpe Ratio
0.456
VaR 95%
-1.94%
CVaR 95%:
-2.90%
Max Drawdown:
-22.08%
Sortino Ratio:
0.587
Calmar Ratio:
0.57
Return
86.58%
Volatility
17.72%
Sharpe Ratio
0.929
VaR 95%
-1.71%
CVaR 95%:
-2.57%
Max Drawdown:
-22.08%
Sortino Ratio:
1.230
Calmar Ratio:
0.91
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.138%
Best Day
4.859%
10/04/2026
Worst Day
-2.743%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $311.11 | $312.90 | $311.11 | $312.89 | 1,900 |
| 16/04/2026 | $308.68 | $308.68 | $308.17 | $308.43 | 400 |
| 15/04/2026 | $306.18 | $308.01 | $305.80 | $308.01 | 1,700 |
| 14/04/2026 | $302.46 | $305.44 | $302.46 | $305.42 | 800 |
| 13/04/2026 | $297.16 | $301.12 | $297.16 | $301.12 | 600 |
| 10/04/2026 | $298.24 | $298.24 | $298.02 | $298.02 | 500 |
| 02/04/2026 | $280.72 | $284.21 | $280.72 | $284.21 | 700 |
| 01/04/2026 | $282.44 | $284.49 | $282.44 | $283.82 | 1,500 |
| 31/03/2026 | $275.56 | $280.20 | $273.19 | $280.20 | 1,500 |
| 30/03/2026 | $273.37 | $273.37 | $270.46 | $270.84 | 500 |