SPDR S&P Kensho Future Security

10-Year Study

FITE.US · · US · ETF

Executive Summary: SPDR S&P Kensho Future Security has compounded at 14.6% annually over the last 10 years, with a maximum drawdown of 22.6% and an annualized volatility of 22.0%.

1Y CAGR
+31.4%
3Y CAGR
+24.3%
5Y CAGR
+12.1%
10Y CAGR
+14.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +34.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.9-3.9-3.33.6————————3.9%
20255.1-6.5-4.51.98.19.90.65.16.63.6-6.12.627.7%
2024-0.74.30.4-5.31.52.75.81.71.6-0.612.6-3.221.6%
20236.00.31.5-4.76.83.51.4-0.0-5.4-2.011.48.028.5%
2022-8.86.13.9-9.9-1.2-6.25.6-0.6-9.910.7-3.3-3.5-18.0%
20211.21.02.23.92.01.60.62.2-5.26.6-5.23.114.5%
20202.9-10.7-13.411.08.8-1.13.42.0-4.0-4.014.813.520.4%
201911.98.6-1.15.9-5.36.62.2-3.30.62.23.1-0.434.0%
20183.71.9-0.90.84.6-0.02.55.01.5-10.70.6-8.2-0.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 22.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 55.2% of variance. Idiosyncratic stock-specific factors contribute 12.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-12-0110000
2018-01-0110365.791373875065
2018-02-0110557.897888378155
2018-03-0110466.846304221484
2018-04-0110549.409133336856
2018-05-0111037.459713636603
2018-06-0111036.931367887146
2018-07-0111314.524224652614
2018-08-0111884.433173068455
2018-09-0112063.753720434654
2018-10-0110771.38479420933
2018-11-0110832.602455046583
2018-12-019946.883640654443
2019-01-0111127.701167644107
2019-02-0112087.036156460788
2019-03-0111959.211708141811
2019-04-0112662.686462020747
2019-05-0111986.122118314226
2019-06-0112779.908772300594
2019-07-0113060.354696113136
2019-08-0112630.28125605396
2019-09-0112699.776333632732
2019-10-0112978.601997146932
2019-11-0113381.976365333474
2019-12-0113324.950247441924
2020-01-0113709.09283034818
2020-02-0112241.947130202005
2020-03-0110604.32186823057
2020-04-0111771.085398284638
2020-05-0112806.044275373804
2020-06-0112669.871964213382
2020-07-0113105.440200066925
2020-08-0113367.006569098818
2020-09-0112831.792324897415
2020-10-0112316.972226625103
2020-11-0114137.863017558691
2020-12-0116040.013384758986
2021-01-0116239.974639404025
2021-02-0116402.846022437083
2021-03-0116767.615927863197
2021-04-0117425.96995473838
2021-05-0117773.12833518254
2021-06-0118060.30186153819
2021-07-0118170.12733132562
2021-08-0118575.89686690971
2021-09-0117604.65648720523
2021-10-0118771.56090945915
2021-11-0117799.65129180536
2021-12-0118358.570648632463
2022-01-0116735.140275796482
2022-02-0117760.835490745147
2022-03-0118446.83961184199
2022-04-0116621.827724062627
2022-05-0116428.594071960688
2022-06-0115415.367816699249
2022-07-0116272.9786372202
2022-08-0116178.439971117097
2022-09-0114574.206160511438
2022-10-0116129.761716066994
2022-11-0115600.253605959742
2022-12-0115057.748190415807
2023-01-0115965.129180535745
2023-02-0116016.977510082597
2023-03-0116256.0011271376
2023-04-0115486.553600676283
2023-05-0116541.906623694544
2023-06-0117128.159067293636
2023-07-0117367.88714534792
2023-08-0117361.93444990402
2023-09-0116421.72557721773
2023-10-0116085.098888712775
2023-11-0117918.035962734015
2023-12-0119346.365861819977
2024-01-0119214.103309205544
2024-02-0120039.661154259345
2024-03-0120119.899262077102
2024-04-0119048.977650974797
2024-05-0119336.785192229796
2024-06-0119867.63177823568
2024-07-0121015.128299959495
2024-08-0121364.15350205174
2024-09-0121697.89190045966
2024-10-0121577.429069583137
2024-11-0124296.296296296296
2024-12-0123530.511967031223
2025-01-0124722.847431359085
2025-02-0123124.742431447135
2025-03-0122074.144520174003
2025-04-0122494.637290642997
2025-05-0124307.07454958525
2025-06-0126723.305331008607
2025-07-0126887.93786653987
2025-08-0128256.42380373717
2025-09-0130125.217942621653
2025-10-0131213.117063806556
2025-11-0129307.373945509942
2025-12-0130055.828534192773
2026-01-0132426.339796763
2026-02-0131147.74308307357
2026-03-0130129.44470861732
2026-04-0131223.120409996303
Annual Return Matrix
YearAnnual Return
2018-0.005311635934555636
20190.3396105482706968
20200.20375784426199184
20210.14454833722748273
2022-0.17979735576323508
20230.2848113554013245
20240.21627555971473988
20250.2773129873376414
20260.038837454588069864
Total Factor Risk
0.22047333699291974
VTI.US Exposure
0.5524610756450138
VEA.US Exposure
-0.08671333788863733
VWO.US Exposure
0.047467014690453925
QQQ.US Exposure
0.01712743261187229
VTV.US Exposure
-0.09488402816114572
IJR.US Exposure
0.19465694050903132
QUAL.US Exposure
-0.03119674093612221
SHV.US Exposure
0.013469160178587125
TLT.US Exposure
0.032264402214358855
LQD.US Exposure
0.02938172347093514
HYG.US Exposure
0.14439251151028393
GLD.US Exposure
0.01877099136775507
USO.US Exposure
0.01386470662829082
VNQ.US Exposure
-0.00227973817333525
BTC-USD.CC Exposure
0.014413778618586915
CPER.US Exposure
-0.0028792042861446386
VIX.INDX Exposure
0.011660390701291419
UUP.US Exposure
0.0058494203346988885
TIP.US Exposure
-0.0023083104902935454
Idiosyncratic Exposure
0.12448181145451927
Value Score
42.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.22%
Market Cap$9.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$10
Avg Yield on Cost
0.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$9.860.10%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
8.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SPDR S&P Kensho Future Security a high-risk investment?

SPDR S&P Kensho Future Security (FITE.US) has an annualized volatility of 22.0% and experienced a maximum drawdown of 22.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FITE.US?

Over the past 10 years, FITE.US has generated a Compound Annual Growth Rate (CAGR) of 14.6%. It has had a positive return in 78% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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