SMLV
SPDR® SSGA US Small Cap Low Volatil ETF
SSGA US Small Cap Low Volatility GR USD
NAV as of
4 Week: 101.27 - 113.02
52 Week: 98.74 - 116.58
Latest Closing Price
102.46
Premium / Discount
0.14
Expense Ratio
0.12%
Investment Objective
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the SSGA US Small Cap Low Volatility Index. The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is designed to measure the performance of the stocks of U.S. small capitalization companies that exhibit low volatility. Volatility is a statistical measurement of the magnitude of movements in a stock's price over time.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -4.83 | 1.20 | -4.01 |
| 1 Day | 1.17 | 0.00 | 0.00 |
| 1 Week | 0.22 | 3.90 | 0.06 |
| 1 Month | -8.74 | 7.15 | -1.22 |
| 3 Months | -5.20 | 9.50 | -0.55 |
| 6 Months | 1.32 | 14.09 | 0.09 |
| 1 Year | -10.02 | 19.22 | -0.52 |
| 2 Years | -5.70 | 24.31 | -0.23 |
| 3 Years | 66.49 | 43.32 | 1.53 |
| 5 Years | 17.79 | 54.85 | 0.32 |
| 10 Years | 66.24 | 63.02 | 1.05 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 12.5803 | -1.8640 | 30.6510 | 5.2159 | -6.0234 | 23.8434 | -1.6588 | 27.8577 | -7.7738 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 1.0000 | 19.0000 | 3.0000 | 94.0000 | 4.0000 | 51.0000 | 92.0000 | 28.0000 | 5.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 15/12/2016 | 26/12/2016 | 1.0584 |
| 16/06/2016 | 26/06/2016 | 0.4980 |
| 18/12/2014 | 29/12/2014 | 1.0312 |
| 18/09/2014 | 28/09/2014 | 0.3725 |
| 19/06/2014 | 29/06/2014 | 0.4444 |
| 20/03/2014 | 30/03/2014 | 0.3033 |
| 19/12/2013 | 30/12/2013 | 0.9159 |
| 19/09/2013 | 30/10/2013 | 0.4417 |
| 20/06/2013 | 30/06/2013 | 0.4187 |
| 14/03/2013 | 24/03/2013 | 0.1476 |
Portfolio Data
Total Number of Holdings: 415
Number of Bond Holdings: 0
Number of Equity Holdings: 414
Total Market Value: 188,887,186
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Apollo Commercial Real Estate Finance Inc | 1.0900 | 176,982 | 0 | 3,226,382 |
| 2 | White Mountains Insurance Group Ltd | 1.0488 | 2,873 | 0 | 3,104,276 |
| 3 | MFA Financial Inc | 0.8223 | 321,091 | 0 | 2,433,870 |
| 4 | Meridian Bancorp Inc | 0.7277 | 108,886 | 0 | 2,153,765 |
| 5 | Capitol Federal Financial Inc | 0.6633 | 136,158 | 0 | 1,963,398 |
| 6 | Two Harbors Investment Corp | 0.6296 | 134,365 | 0 | 1,863,643 |
| 7 | Easterly Government Properties Inc | 0.6159 | 81,825 | 0 | 1,823,061 |
| 8 | Northfield Bancorp Inc | 0.6072 | 105,281 | 0 | 1,797,147 |
| 9 | Armada Hoffler Properties Inc | 0.6011 | 96,166 | 0 | 1,779,071 |
| 10 | Oritani Financial Corp | 0.5693 | 88,083 | 0 | 1,685,028 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 0.00 |
| Large | 0.00 |
| Medium | 2.03 |
| Small | 52.60 |
| Micro | 45.31 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
14.8591
Price/Book*
1.6946
Price/Sales*
1.3381
Price/Cash Flow*
7.8545
Dividend Yield*
2.5505
Growth Measures
Long-Term Earnings
11.5300
Historical Earnings
19.0432
Sales Growth
9.2537
Cash-Flow Growth
-8.0635
Book-Value Growth
1.1307
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
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Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
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