Performance analysis of MMTM (STATE STREET(R) SPDR(R) S&P(R) 1500 MOMENTUM TILT ETF)
Annual Return
Over the past 3 years, MMTM has had an average annual return of +18.68%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, MMTM has had an average annual return of +12.18%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, MMTM has had an average annual return of +14.18%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Oct 25, 2012, MMTM has had an average annual return of +14.29%, underperforming the benchmark SPY, which returned +14.86% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +5.48% | +13.25% | +29.94% | +22.48% | -16.13% | +26.34% | +19.29% | +29.98% | -4.60% | +24.40% | +6.25% | +3.76% |
| 2014 | 2013 | 2012 | |||||||||
| +14.16% | +32.29% | +1.62% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.85% | -0.84% | -4.81% | +11.11% | +3.71% | -2.81% | -2.04% | +5.48% | |||||
| 2025 | +2.81% | -2.48% | -7.47% | -0.20% | +6.31% | +4.56% | +2.31% | +0.59% | +4.35% | +3.12% | -0.74% | +0.09% | +13.25% |
| 2024 | +3.02% | +7.46% | +2.98% | -4.63% | +5.78% | +4.93% | -0.59% | +2.39% | +2.07% | -0.01% | +6.16% | -2.38% | +29.94% |
| 2023 | +3.06% | -2.79% | +1.30% | +2.27% | +0.69% | +7.04% | +2.92% | -0.77% | -5.16% | -1.89% | +10.06% | +4.69% | +22.48% |
| 2022 | -5.53% | -2.58% | +4.12% | -9.59% | +0.06% | -8.20% | +8.58% | -3.02% | -8.03% | +9.62% | +4.18% | -4.69% | -16.13% |
| 2021 | -0.99% | +1.04% | +2.79% | +6.14% | +0.95% | +2.15% | +1.92% | +3.53% | -4.16% | +8.13% | -0.98% | +3.67% | +26.34% |
| 2020 | +0.72% | -8.87% | -11.33% | +11.89% | +4.70% | +3.01% | +6.76% | +8.70% | -4.41% | -3.56% | +9.21% | +3.96% | +19.29% |
| 2019 | +8.39% | +3.45% | +2.46% | +3.30% | -5.46% | +6.52% | +1.31% | -0.19% | +0.84% | +1.07% | +2.89% | +2.57% | +29.98% |
| 2018 | +5.99% | -0.57% | -3.77% | +0.22% | +2.96% | +0.12% | +2.64% | +4.79% | +0.28% | -7.92% | +0.93% | -9.17% | -4.60% |
| 2017 | +2.39% | +3.47% | -2.14% | +3.11% | +1.88% | +0.67% | +2.33% | +0.20% | +2.23% | +4.04% | +2.96% | +1.05% | +24.40% |
Drawdown analysis of MMTM (STATE STREET(R) SPDR(R) S&P(R) 1500 MOMENTUM TILT ETF)
The maximum drawdown for the MMTM was -33.84%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current MMTM drawdown is -4.79%.
Since Oct 25, 2012 MMTM has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 4 times
- 10% or more: 8 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.84% | Feb 19, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -23.74% | Jan 4, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -22.08% | Feb 19, 2025 | 34 | Apr 8, 2025 | 74 | Jul 25, 2025 | 108 |
| -21.38% | Oct 1, 2018 | 58 | Dec 24, 2018 | 120 | Jun 18, 2019 | 178 |
| -15.75% | Dec 29, 2015 | 27 | Feb 8, 2016 | 107 | Jul 12, 2016 | 134 |
| -11.44% | Jul 20, 2015 | 50 | Sep 29, 2015 | 63 | Dec 29, 2015 | 113 |
| -10.95% | Jul 10, 2024 | 18 | Aug 5, 2024 | 35 | Sep 24, 2024 | 53 |
| -10.89% | Sep 2, 2020 | 14 | Sep 23, 2020 | 53 | Dec 8, 2020 | 67 |
| -9.90% | Feb 25, 2026 | 23 | Mar 30, 2026 | 9 | Apr 13, 2026 | 32 |
| -9.63% | Jan 23, 2018 | 13 | Feb 9, 2018 | 85 | Jun 13, 2018 | 98 |
| -8.26% | Sep 18, 2014 | 19 | Oct 15, 2014 | 15 | Nov 5, 2014 | 34 |
| -7.31% | Feb 12, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
| -6.71% | Mar 22, 2024 | 19 | Apr 19, 2024 | 18 | May 15, 2024 | 37 |
| -6.69% | Oct 29, 2025 | 16 | Nov 20, 2025 | 33 | Jan 9, 2026 | 49 |
| -6.48% | Jun 1, 2026 | 33 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -5.41% | Jul 26, 2019 | 6 | Aug 5, 2019 | 59 | Oct 28, 2019 | 65 |
| -5.41% | Aug 15, 2016 | 21 | Sep 14, 2016 | 62 | Dec 12, 2016 | 83 |
| -5.32% | May 15, 2013 | 27 | Jun 24, 2013 | 12 | Jul 11, 2013 | 39 |
| -5.20% | Jan 22, 2014 | 9 | Feb 4, 2014 | 9 | Feb 18, 2014 | 18 |
| -5.05% | Dec 4, 2024 | 25 | Jan 13, 2025 | 6 | Jan 22, 2025 | 31 |
| -5.01% | May 7, 2021 | 3 | May 12, 2021 | 30 | Jun 24, 2021 | 33 |
| -5.00% | Nov 8, 2021 | 29 | Dec 20, 2021 | 4 | Dec 27, 2021 | 33 |
| -4.72% | Dec 26, 2014 | 24 | Feb 2, 2015 | 10 | Feb 17, 2015 | 34 |
| -4.57% | Aug 1, 2013 | 19 | Aug 28, 2013 | 12 | Sep 16, 2013 | 31 |
| -4.39% | Dec 8, 2014 | 7 | Dec 17, 2014 | 4 | Dec 23, 2014 | 11 |