SPDR ICE Preferred Securities ETF
Ticker
PSK
ISIN
US78464A292
Price
USD 34.49
Change Today
-0.06 / -0.174 %
Price 1 year ago
29.89 / 15.384 %
Morningstar
2
52 Week Low
30.33
52 Week High
35.58
200 Day Moving Average 33.65
33.65
50-day Moving Average
35.16
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.46 |
| Sortino Ratio | 0.72 |
| Maximum Drawdown | -1.49% |
| Maximum Drawdown Date | 2023-12-11 |
| Calmar Ratio | -23.23 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.70 |
| Volatility | 3.531% |
| Alpha | +14.70 |
| Beta | None |
| R Squared | +68.03 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.667% |
| Average Annual Volatility | 10.881% |
| Sharpe Ratio | 0.52 |
| Sortino Ratio | 0.28 |
| Maximum Drawdown | -30.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.18 |
Company information
Summary
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the ICE Exchange-Listed Fixed & Adjustable Rate Preferred Securities Index. In seeking to track the performance of the index, the adviser employs a sampling strategy. It 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 non-convertible preferred stock and securities that are functionally equivalent to preferred stock, including, but not limited to, senior and subordinated debt.
Market
US
Category
Preferred Stock
Expense Ratio
0.45%
Fund family
SPDR State Street Global Advisors
Morningstar
2
Yield
0.0557
Exchange
PCX
| Sector | Weight |
|---|---|
| Utilities | 100.00% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| CPN | Citigroup Capital XIII Floating Rate Trust Pfd Secs Registered 2010-30.10.4 | 2.71% |
| COFPI | Capital One Financial Corp Series I | 1.73% |
| PNCPP | PNC Financial Services Group Inc Perpetual Preferred Share class-P | 1.71% |
| AT&T Inc. 0% | 1.53% | |
| ALLPH | Allstate Corp 5.10% PRF PERPETUAL USD 25 - Ser H 1/1000th Int | 1.4% |
| COFPJ | Capital One Financial Corp 4.80% PRF PERPETUAL USD 25 - 1/40TH INT Series J | 1.4% |
| DUKPA | Duke Energy Corp 5.75% PRF PERPETUAL USD 25 - Ser A 1/1000th Int | 1.24% |
| USBPM | U.S. Bancorp Shs Repr 1/1000th Non Cum Perp Pfd Shs Series-F | 1.23% |
| METPF | MetLife Inc Series F | 1.17% |
| Southern Company | 1.16% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| COM | Direxion Auspice Broad Commodity Strategy ETF | US25460E3071 | PCX | 0.72% | 5 | +4.60 | |
| IHI | iShares U.S. Medical Devices ETF | US4642888105 | PCX | 0.39% | 5 | -2.28 | |
| LOPX | Direxion Low Priced Stock ETF | US25460G534 | PCX | 0.50% | 5 | ||
| QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | US233051242 | PCX | 0.19% | 5 | +2.98 | -- |
| SEMH.L | SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | IE00BP46NG5 | LSE | 0.42% | 5 | -2.54 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.