SPDR(R) PORTFOLIO SHORT TERM TREASURY ETF
Free full Seasonality data:
SPTS vs SPY 1 Year Daily ReturnsSPTS has a beta of -0.03. In the past year, SPTS has been inversely correlated with the S&P500.
Subscribe to unlock
SPTS Historical BetaSince 2024-09-19, the beta for SPTS changed by -0.04 and had an average of -0.01.
Subscribe to unlock
SPTS Sharpe RatioSPTS has a 1 year sharpe of 0.2 which is -0.14 compared to the S&P500.
Display:
1y
Timeframe:
1y
Subscribe to unlock
SPTS Daily P/L Normal DistributionSPTS has a P/L mean of 0.02% and a std dev of 0.11%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
Subscribe to unlock
SPTS 1 Year DrawdownSPTS had a max drawdown of 1.94% in the previous year.
1y
SPTS Yearly Drawdown Duration