SPDR SSGA U.S. Sector Rotation ETF chart

Last update: 2022-12-30
Investment Backtesting

Systematic investment

12.77 %

Momentum strategy

17.47 %

Buy the dip strategy

0 %
Key statistics and financials
Three year average return N/A
YTD return -0.65%
Beta 3Y 0.00
Total Assets 196.3M
Annual report expense ratio 0.70%

Company description

The fund is a "fund of funds," meaning that it primarily invests its assets in securities of other exchange-traded funds ("ETFs"). In particular, it allocates its assets among ETFs that each focus on common stocks of companies included in an individual sector of the S&P 500® Index, as determined by the Global Industry Classification Standard (GICS®). Under normal circumstances, the fund invests at least 80% of its net assets (plus the amount of borrowings for investments purposes) directly or indirectly through the underlying ETFs, in securities of U.S. companies.

Sector: N/A - Industry: N/A

Insider Transactions

Here are the insider transactions of stock shares related to SPDR SSGA U.S. Sector Rotation ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page

Investment strategy backtesting

These are the result of three automatic investment systems applied to SPDR SSGA U.S. Sector Rotation ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.

Systematic investment results on SPDR SSGA U.S. Sector Rotation ETF

Here is the result of two systematic investment strategies applied to SPDR SSGA U.S. Sector Rotation ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on SPDR SSGA U.S. Sector Rotation ETF

The following chart shows the equity curve of the two systematic investment strategies applied to SPDR SSGA U.S. Sector Rotation ETF:

SPDR SSGA U.S. Sector Rotation ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 12.77% on the backtest period.

Performance at glance

Performance

12.77 %

Latent gain

97.97 $

Invested capital

767.33 $

Annualized return

8.87 %
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Momentum strategy results on SPDR SSGA U.S. Sector Rotation ETF

This is the result of two momentum investment strategies applied to SPDR SSGA U.S. Sector Rotation ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on SPDR SSGA U.S. Sector Rotation ETF

The following chart shows all the entries opened by the momentum investment system on SPDR SSGA U.S. Sector Rotation ETF:

SPDR SSGA U.S. Sector Rotation ETF momentum entries
  • The first momentum investment strategy would give 17.47% of return on SPDR SSGA U.S. Sector Rotation ETF. That represents 304.82$ of latent gain with 1744.57$ of employed capital.
  • The second momentum investment strategy would give 14.05% of return on SPDR SSGA U.S. Sector Rotation ETF. That represents 101.01$ of latent gain with 718.75$ of employed capital.
Performance at glance (1Q Momentum)

Performance

17.47 %

Latent gain

304.82 $

Invested capital

1744.57 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

14.05 %

Latent gain

101.01 $

Invested capital

718.75 $

Annualized return

14.64 %

Momentum equity curve on SPDR SSGA U.S. Sector Rotation ETF

The following chart shows the equity curve of the two momentum strategies applied to SPDR SSGA U.S. Sector Rotation ETF:

SPDR SSGA U.S. Sector Rotation ETF momentum equity

Note: the dividends potentially given by SPDR SSGA U.S. Sector Rotation ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on SPDR SSGA U.S. Sector Rotation ETF

The following chart shows the employed capital evolution of the two momentum strategies on SPDR SSGA U.S. Sector Rotation ETF since the beginning:

SPDR SSGA U.S. Sector Rotation ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Buy the dip strategy result on SPDR SSGA U.S. Sector Rotation ETF

Buy the dip entry openings on SPDR SSGA U.S. Sector Rotation ETF

SPDR SSGA U.S. Sector Rotation ETF

The performance achieved by the robo-advisor on SPDR SSGA U.S. Sector Rotation ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows SPDR SSGA U.S. Sector Rotation ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of SPDR SSGA U.S. Sector Rotation ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to SPDR SSGA U.S. Sector Rotation ETF

The following chart shows the result of the investment strategy applied to SPDR SSGA U.S. Sector Rotation ETF:

SPDR SSGA U.S. Sector Rotation ETF

Note: the dividends potentially given by SPDR SSGA U.S. Sector Rotation ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on SPDR SSGA U.S. Sector Rotation ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on SPDR SSGA U.S. Sector Rotation ETF:

SPDR SSGA U.S. Sector Rotation ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Investment strategies comparison on SPDR SSGA U.S. Sector Rotation ETF

In this section, I will compare the three previous investment strategies applied to SPDR SSGA U.S. Sector Rotation ETF.

Equity curve comparison on SPDR SSGA U.S. Sector Rotation ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

SPDR SSGA U.S. Sector Rotation ETF investment strategy comparison

Employed capital comparison on SPDR SSGA U.S. Sector Rotation ETF

SPDR SSGA U.S. Sector Rotation ETF investment comparison

Performance comparison on SPDR SSGA U.S. Sector Rotation ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 12.77% 97.97$ 767.33$ 8.87%
Momentum 1 quarter 17.47% 304.82$ 1744.57$ 14.56%
Momentum 2 quarters 14.05% 101.01$ 718.75$ 14.64%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

8.87 %

Momentum 1Q

14.64 %

Momentum 2Q

14.64 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with SPDR SSGA U.S. Sector Rotation ETF:

Positive correlations

Most correlated stocks this year

  • SPDR SSGA U.S. Sector Rotation ETF
    •

    Most correlated stocks last 3 months

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  • CLEARSHARES OCIO ETF
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  • SPDR SSGA U.S. Sector Rotation ETF

    • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months


    Note: The algorithm computes the probability of correlation between SPDR SSGA U.S. Sector Rotation ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of SPDR SSGA U.S. Sector Rotation ETF does not vary for 36 weeks, the correlation calculation result will be wrong.

    Company information
    Company name SPDR SSGA U.S. Sector Rotation ETF
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    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker XLSR
    Market

    SPDR SSGA U.S. Sector Rotation ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown

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