STRATIFIED LARGECAP INDEX ETF
Symbol: SSPY
Exchange: NYSE ARCA
Sector: Technology
Category: Large Value
Inception Date: 02/01/2019
Latest Date: 02/04/2026
Current Price: $88.79
Expense Ratio: 0.45%
Assets Under Management
$122.5M
0.22% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-4.87%
Volatility
13.16%
Sharpe Ratio
-3.478
VaR 95%
-1.34%
CVaR 95%:
-1.38%
Max Drawdown:
-6.75%
Sortino Ratio:
-6.140
Calmar Ratio:
-6.24
Return
1.62%
Volatility
11.94%
Sharpe Ratio
0.260
VaR 95%
-1.25%
CVaR 95%:
-1.33%
Max Drawdown:
-7.32%
Sortino Ratio:
0.425
Calmar Ratio:
0.92
Return
3.32%
Volatility
11.48%
Sharpe Ratio
0.277
VaR 95%
-1.12%
CVaR 95%:
-1.39%
Max Drawdown:
-7.32%
Sortino Ratio:
0.448
Calmar Ratio:
0.93
Return
14.01%
Volatility
16.16%
Sharpe Ratio
0.646
VaR 95%
-1.18%
CVaR 95%:
-2.26%
Max Drawdown:
-8.13%
Sortino Ratio:
0.825
Calmar Ratio:
1.73
Return
19.13%
Volatility
14.31%
Sharpe Ratio
0.388
VaR 95%
-1.27%
CVaR 95%:
-1.99%
Max Drawdown:
-16.16%
Sortino Ratio:
0.523
Calmar Ratio:
0.57
Return
40.04%
Volatility
13.42%
Sharpe Ratio
0.618
VaR 95%
-1.25%
CVaR 95%:
-1.81%
Max Drawdown:
-16.16%
Sortino Ratio:
0.872
Calmar Ratio:
0.74
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.057%
Best Day
7.835%
09/04/2025
Worst Day
-5.609%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $88.59 | $88.79 | $88.59 | $88.79 | 800 |
| 01/04/2026 | $88.66 | $88.66 | $88.62 | $88.62 | 2,100 |
| 31/03/2026 | $88.28 | $88.28 | $88.28 | $88.28 | 100 |
| 30/03/2026 | $86.77 | $86.77 | $86.72 | $86.72 | 2,200 |
| 27/03/2026 | $87.01 | $87.01 | $87.01 | $87.01 | 200 |
| 26/03/2026 | $88.19 | $88.32 | $87.99 | $87.99 | 10,400 |
| 25/03/2026 | $88.84 | $88.84 | $88.84 | $88.84 | 200 |
| 24/03/2026 | $88.11 | $88.60 | $88.11 | $88.41 | 600 |
| 23/03/2026 | $88.51 | $88.51 | $88.34 | $88.34 | 300 |
| 20/03/2026 | $88.11 | $88.13 | $87.33 | $87.41 | 16,400 |