SPDR S&P 400 Mid Cap Value ETF (MDYV): Historical Returns

Data Source: from December 2005 to February 2024 (~18 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF
ETF • LIVE PERFORMANCE (USD currency)
1.83%
February 2024

In the last 10 Years, the SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF obtained a 8.51% compound annual return, with a 19.72% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Small Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

Investment Returns as of Feb 29, 2024

The SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SPDR S&P 400 MID CAP VALUE ETF (MDYV) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y MAX
(~18Y)
SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF n.a. n.a. 1.83 5.62 5.05 9.00 8.51 8.29
US Inflation Adjusted return 1.83 4.42 2.27 4.71 5.58 5.67
Returns over 1 year are annualized | Available data source: since Dec 2005
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77%

In 2023, the SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF granted a 1.81% dividend yield. If you are interested in getting periodic income, please refer to the SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2014, now would be worth 2.26$, with a total return of 126.21% (8.51% annualized).

The Inflation Adjusted Capital now would be 1.72$, with a net total return of 72.05% (5.58% annualized).
An investment of 1$, since December 2005, now would be worth 4.28$, with a total return of 327.77% (8.29% annualized).

The Inflation Adjusted Capital now would be 2.74$, with a net total return of 173.64% (5.67% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SPDR S&P 400 MID CAP VALUE ETF (MDYV) ETF
Advanced Metrics
Data Source: 1 December 2005 - 29 February 2024 (~18 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~18Y)
Investment Return (%) 1.83 8.74 5.62 5.05 7.45 9.00 8.51 8.29
Infl. Adjusted Return (%) details 1.83 8.15 4.42 2.27 1.83 4.71 5.58 5.67
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.48
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -14.63 -17.52 -35.00 -35.00 -55.44
Start to Recovery (# months) details 5 13 12 12 47
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06
Start to Bottom (# months) 3 9 3 3 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02
Bottom to End (# months) 2 4 9 9 26
End (yyyy mm) 2023 12 2023 01 2020 12 2020 12 2011 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-17.52 -17.67
same as
deepest
Start to Recovery (# months) details 13 15
Start (yyyy mm) 2023 08 2022 01 2022 01 2018 09 2007 06
Start to Bottom (# months) 3 9 9 4 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2018 12 2009 02
Bottom to End (# months) 2 4 4 11 26
End (yyyy mm) 2023 12 2023 01 2023 01 2019 11 2011 04
Longest negative period (# months) details 9 31 31 69 69
Period Start (yyyy mm) 2023 03 2021 04 2021 04 2014 07 2014 07
Period End (yyyy mm) 2023 11 2023 10 2023 10 2020 03 2020 03
Annualized Return (%) -4.50 -1.00 -1.00 -0.62 -0.62
Deepest Drawdown Depth (%) -15.43 -23.16 -34.88 -34.88 -56.68
Start to Recovery (# months) details 5 33* 12 12 68
Start (yyyy mm) 2023 08 2021 06 2020 01 2020 01 2007 06
Start to Bottom (# months) 3 16 3 3 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02
Bottom to End (# months) 2 17 9 9 47
End (yyyy mm) 2023 12 - 2020 12 2020 12 2013 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-23.16 -23.16
same as
deepest
Start to Recovery (# months) details 33* 33*
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2007 06
Start to Bottom (# months) 3 16 16 16 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02
Bottom to End (# months) 2 17 17 17 47
End (yyyy mm) 2023 12 - - - 2013 01
Longest negative period (# months) details 9 35* 35* 73 77
Period Start (yyyy mm) 2023 03 2021 04 2021 04 2014 03 2013 11
Period End (yyyy mm) 2023 11 2024 02 2024 02 2020 03 2020 03
Annualized Return (%) -7.18 -0.27 -0.27 -0.98 -0.11
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 21.01 20.57 24.12 19.72 19.47
Sharpe Ratio -0.01 0.25 0.30 0.37 0.22
Sortino Ratio -0.01 0.37 0.40 0.51 0.29
Ulcer Index 6.42 6.56 9.93 7.94 13.96
Ratio: Return / Standard Deviation 0.24 0.36 0.37 0.43 0.43
Ratio: Return / Deepest Drawdown 0.35 0.43 0.26 0.24 0.15
% Positive Months details 41% 50% 58% 62% 63%
Positive Months 5 18 35 75 140
Negative Months 7 18 25 45 79
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 8.51 16.93
Worst 10 Years Return (%) - Annualized 5.59
Best 10 Years Return (%) - Annualized 5.58 14.91
Worst 10 Years Return (%) - Annualized 3.75
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 89.00 25.44 13.32 8.51
Worst Rolling Return (%) - Annualized -28.20 -7.80 -1.60
% Positive Periods 65% 91% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 82.72 31.18 20.13 12.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 5.44
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 84.18 19.09 10.84 5.58
Worst Rolling Return (%) - Annualized -29.28 -9.53 -3.35
% Positive Periods 57% 89% 96% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 82.72 31.18 20.13 12.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 5.44
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Dec 2005 - Feb 2024)
Best Rolling Return (%) - Annualized 89.00 30.16 26.59 16.93
Worst Rolling Return (%) - Annualized -45.48 -18.02 -1.60 5.59
% Positive Periods 68% 82% 96% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.82 23.04 14.80 9.24
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.22
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 84.18 27.12 24.04 14.91
Worst Rolling Return (%) - Annualized -45.48 -19.76 -3.43 3.75
% Positive Periods 62% 80% 89% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.82 23.04 14.80 9.24
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.22
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

SPDR S&P 400 MID CAP VALUE ETF (MDYV) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs MDYV
Asset Class 1 Year 5 Years 10 Years Since
Dec 2005
VTI
US Total Stock Market
0.86
0.90
0.91
0.93
SPY
US Large Cap
0.81
0.88
0.88
0.91
IJR
US Small Cap
0.98
0.97
0.97
0.96
VNQ
US REITs
0.94
0.83
0.74
0.78
QQQ
US Technology
0.53
0.71
0.70
0.77
PFF
Preferred Stocks
0.79
0.77
0.70
0.57
EFA
EAFE Stocks
0.82
0.88
0.82
0.83
VT
World All Countries
0.86
0.92
0.90
0.89
EEM
Emerging Markets
0.77
0.75
0.68
0.72
VGK
Europe
0.81
0.87
0.80
0.81
VPL
Pacific
0.84
0.85
0.79
0.79
FLLA
Latin America
0.88
0.78
0.61
0.67
BND
US Total Bond Market
0.58
0.37
0.27
0.19
TLT
Long Term Treasuries
0.66
0.01
-0.05
-0.17
BIL
US Cash
0.31
-0.14
-0.10
-0.09
TIP
TIPS
0.46
0.44
0.37
0.27
LQD
Invest. Grade Bonds
0.64
0.55
0.48
0.41
HYG
High Yield Bonds
0.78
0.81
0.78
0.75
CWB
US Convertible Bonds
0.92
0.81
0.82
0.85
BNDX
International Bonds
0.51
0.42
0.32
0.28
EMB
Emerg. Market Bonds
0.86
0.71
0.61
0.59
GLD
Gold
-0.10
0.13
0.04
0.06
DBC
Commodities
0.12
0.57
0.51
0.49

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

SPDR S&P 400 MID CAP VALUE ETF (MDYV) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 December 2005 - 29 February 2024 (~18 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-35.00% Jan 2020 Mar 2020 3 Dec 2020 9 12 18.12
-17.67% Sep 2018 Dec 2018 4 Nov 2019 11 15 7.26
-17.52% Jan 2022 Sep 2022 9 Jan 2023 4 13 7.81
-14.86% Jun 2015 Jan 2016 8 Jul 2016 6 14 7.23
-14.63% Aug 2023 Oct 2023 3 Dec 2023 2 5 7.72
-12.32% Feb 2023 May 2023 4 Jul 2023 2 6 6.77
-5.03% Feb 2018 Feb 2018 1 May 2018 3 4 3.33
-5.03% Sep 2014 Sep 2014 1 Nov 2014 2 3 2.61
-4.75% Jun 2021 Sep 2021 4 Dec 2021 3 7 2.48
-4.29% Jul 2014 Jul 2014 1 Aug 2014 1 2 2.48
-3.25% Jan 2015 Jan 2015 1 Feb 2015 1 2 1.88
-3.11% Jan 2024 Jan 2024 1 in progress 1 2 1.95
-2.27% Mar 2017 May 2017 3 Jul 2017 2 5 1.07
-2.16% Aug 2017 Aug 2017 1 Sep 2017 1 2 1.25
-2.08% Oct 2016 Oct 2016 1 Nov 2016 1 2 1.20
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 39 3.1 Months 32.23%
 
DD = 0% 32.23%
 
0% < DD <= -5% 44 2.8 Months 36.36%
 
DD <= -5% 68.60%
 
-5% < DD <= -10% 20 6.1 Months 16.53%
 
DD <= -10% 85.12%
 
-10% < DD <= -15% 8 15.1 Months 6.61%
 
DD <= -15% 91.74%
 
-15% < DD <= -20% 6 20.2 Months 4.96%
 
DD <= -20% 96.69%
 
-20% < DD <= -25% 2 60.5 Months 1.65%
 
DD <= -25% 98.35%
 
-25% < DD <= -30% 1 121.0 Months 0.83%
 
DD <= -30% 99.17%
 
-30% < DD <= -35% 1 121.0 Months 0.83%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-34.88% Jan 2020 Mar 2020 3 Dec 2020 9 12 18.01
-23.16% Jun 2021 Sep 2022 16 in progress 17 33 11.09
-18.03% Sep 2018 Dec 2018 4 Dec 2019 12 16 7.76
-15.12% Mar 2015 Jan 2016 11 Jul 2016 6 17 6.85
-5.28% Feb 2018 Feb 2018 1 Jul 2018 5 6 3.04
-5.03% Sep 2014 Sep 2014 1 Nov 2014 2 3 2.61
-4.40% Jul 2014 Jul 2014 1 Aug 2014 1 2 2.54
-2.63% Jan 2015 Jan 2015 1 Feb 2015 1 2 1.52
-2.53% Aug 2017 Aug 2017 1 Sep 2017 1 2 1.46
-2.46% Sep 2016 Oct 2016 2 Nov 2016 1 3 1.23
-2.27% Mar 2017 May 2017 3 Jul 2017 2 5 1.08
-0.55% Apr 2014 Apr 2014 1 May 2014 1 2 0.32
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 29 4.2 Months 23.97%
 
DD = 0% 23.97%
 
0% < DD <= -5% 40 3.0 Months 33.06%
 
DD <= -5% 57.02%
 
-5% < DD <= -10% 22 5.5 Months 18.18%
 
DD <= -10% 75.21%
 
-10% < DD <= -15% 15 8.1 Months 12.40%
 
DD <= -15% 87.60%
 
-15% < DD <= -20% 9 13.4 Months 7.44%
 
DD <= -20% 95.04%
 
-20% < DD <= -25% 5 24.2 Months 4.13%
 
DD <= -25% 99.17%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 99.17%
 
-30% < DD <= -35% 1 121.0 Months 0.83%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.44% Jun 2007 Feb 2009 21 Apr 2011 26 47 26.49
-35.00% Jan 2020 Mar 2020 3 Dec 2020 9 12 18.12
-23.06% May 2011 Sep 2011 5 Nov 2012 14 19 8.58
-17.67% Sep 2018 Dec 2018 4 Nov 2019 11 15 7.26
-17.52% Jan 2022 Sep 2022 9 Jan 2023 4 13 7.81
-14.86% Jun 2015 Jan 2016 8 Jul 2016 6 14 7.23
-14.63% Aug 2023 Oct 2023 3 Dec 2023 2 5 7.72
-12.32% Feb 2023 May 2023 4 Jul 2023 2 6 6.77
-5.03% Feb 2018 Feb 2018 1 May 2018 3 4 3.33
-5.03% Sep 2014 Sep 2014 1 Nov 2014 2 3 2.61
-4.75% Jun 2021 Sep 2021 4 Dec 2021 3 7 2.48
-4.46% Aug 2013 Aug 2013 1 Sep 2013 1 2 2.58
-4.43% May 2006 Jul 2006 3 Oct 2006 3 6 2.58
-4.29% Jul 2014 Jul 2014 1 Aug 2014 1 2 2.48
-3.25% Jan 2015 Jan 2015 1 Feb 2015 1 2 1.88
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 65 3.4 Months 29.55%
 
DD = 0% 29.55%
 
0% < DD <= -5% 66 3.3 Months 30.00%
 
DD <= -5% 59.55%
 
-5% < DD <= -10% 28 7.9 Months 12.73%
 
DD <= -10% 72.27%
 
-10% < DD <= -15% 20 11.0 Months 9.09%
 
DD <= -15% 81.36%
 
-15% < DD <= -20% 12 18.3 Months 5.45%
 
DD <= -20% 86.82%
 
-20% < DD <= -25% 12 18.3 Months 5.45%
 
DD <= -25% 92.27%
 
-25% < DD <= -30% 4 55.0 Months 1.82%
 
DD <= -30% 94.09%
 
-30% < DD <= -35% 3 73.3 Months 1.36%
 
DD <= -35% 95.45%
 
-35% < DD <= -40% 1 220.0 Months 0.45%
 
DD <= -40% 95.91%
 
-40% < DD <= -45% 5 44.0 Months 2.27%
 
DD <= -45% 98.18%
 
-45% < DD <= -50% 2 110.0 Months 0.91%
 
DD <= -50% 99.09%
 
-50% < DD <= -55% 1 220.0 Months 0.45%
 
DD <= -55% 99.55%
 
-55% < DD <= -60% 1 220.0 Months 0.45%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-56.68% Jun 2007 Feb 2009 21 Jan 2013 47 68 25.33
-34.88% Jan 2020 Mar 2020 3 Dec 2020 9 12 18.01
-23.16% Jun 2021 Sep 2022 16 in progress 17 33 11.09
-18.03% Sep 2018 Dec 2018 4 Dec 2019 12 16 7.76
-15.12% Mar 2015 Jan 2016 11 Jul 2016 6 17 6.85
-5.46% May 2006 Jul 2006 3 Oct 2006 3 6 3.29
-5.28% Feb 2018 Feb 2018 1 Jul 2018 5 6 3.04
-5.03% Sep 2014 Sep 2014 1 Nov 2014 2 3 2.61
-4.69% Aug 2013 Aug 2013 1 Oct 2013 2 3 2.35
-4.40% Jul 2014 Jul 2014 1 Aug 2014 1 2 2.54
-2.63% Jan 2015 Jan 2015 1 Feb 2015 1 2 1.52
-2.53% Aug 2017 Aug 2017 1 Sep 2017 1 2 1.46
-2.46% Sep 2016 Oct 2016 2 Nov 2016 1 3 1.23
-2.27% Mar 2017 May 2017 3 Jul 2017 2 5 1.08
-1.69% Jan 2014 Jan 2014 1 Feb 2014 1 2 0.98
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 51 4.3 Months 23.18%
 
DD = 0% 23.18%
 
0% < DD <= -5% 50 4.4 Months 22.73%
 
DD <= -5% 45.91%
 
-5% < DD <= -10% 35 6.3 Months 15.91%
 
DD <= -10% 61.82%
 
-10% < DD <= -15% 28 7.9 Months 12.73%
 
DD <= -15% 74.55%
 
-15% < DD <= -20% 18 12.2 Months 8.18%
 
DD <= -20% 82.73%
 
-20% < DD <= -25% 16 13.8 Months 7.27%
 
DD <= -25% 90.00%
 
-25% < DD <= -30% 6 36.7 Months 2.73%
 
DD <= -30% 92.73%
 
-30% < DD <= -35% 5 44.0 Months 2.27%
 
DD <= -35% 95.00%
 
-35% < DD <= -40% 1 220.0 Months 0.45%
 
DD <= -40% 95.45%
 
-40% < DD <= -45% 5 44.0 Months 2.27%
 
DD <= -45% 97.73%
 
-45% < DD <= -50% 2 110.0 Months 0.91%
 
DD <= -50% 98.64%
 
-50% < DD <= -55% 2 110.0 Months 0.91%
 
DD <= -55% 99.55%
 
-55% < DD <= -60% 1 220.0 Months 0.45%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SPDR S&P 400 MID CAP VALUE ETF (MDYV) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 December 2005 - 29 February 2024 (~18 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -28.20 04/2019
03/2020
0.71$ -7.14 0.92$ 6.88 1.06$ 22.22 1.22$ 89.00 04/2020
03/2021
1.89$ 5.05 34.86%
2Y -14.03 04/2018
03/2020
0.73$ 0.87 1.01$ 8.22 1.17$ 17.23 1.37$ 43.59 04/2020
03/2022
2.06$ 4.26 14.43%
3Y -7.80 04/2017
03/2020
0.78$ 5.39 1.17$ 9.73 1.32$ 14.17 1.48$ 25.44 04/2020
03/2023
1.97$ 7.45 8.24%
5Y -1.60 04/2015
03/2020
0.92$ 5.29 1.29$ 7.84 1.45$ 11.62 1.73$ 13.32 06/2016
05/2021
1.86$ 9.00 1.64%
7Y 7.46 12/2016
11/2023
1.65$ 8.10 1.72$ 9.51 1.88$ 10.08 1.95$ 12.73 02/2016
01/2023
2.31$ 7.93 0.00%
10Y 8.51 03/2014
02/2024
2.26$ 8.51 2.26$ 8.51 2.26$ 8.51 2.26$ 8.51 03/2014
02/2024
2.26$ 8.51 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -29.28 04/2019
03/2020
0.70$ -10.26 0.89$ 4.30 1.04$ 17.91 1.17$ 84.18 04/2020
03/2021
1.84$ 2.27 42.20%
2Y -15.47 04/2018
03/2020
0.71$ -3.52 0.93$ 6.17 1.12$ 13.45 1.28$ 36.05 04/2020
03/2022
1.85$ -0.07 23.71%
3Y -9.53 04/2017
03/2020
0.74$ 2.60 1.08$ 7.26 1.23$ 10.02 1.33$ 19.09 04/2020
03/2023
1.68$ 1.83 10.59%
5Y -3.35 04/2015
03/2020
0.84$ 2.06 1.10$ 5.07 1.28$ 8.35 1.49$ 10.84 03/2016
02/2021
1.67$ 4.71 3.28%
7Y 3.82 12/2016
11/2023
1.30$ 4.43 1.35$ 6.20 1.52$ 7.72 1.68$ 9.02 02/2016
01/2023
1.83$ 4.32 0.00%
10Y 5.58 03/2014
02/2024
1.72$ 5.58 1.72$ 5.58 1.72$ 5.58 1.72$ 5.58 03/2014
02/2024
1.72$ 5.58 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -45.48 03/2008
02/2009
0.54$ -8.38 0.91$ 10.59 1.10$ 27.76 1.27$ 89.00 04/2020
03/2021
1.89$ 5.05 31.25%
2Y -30.56 03/2007
02/2009
0.48$ -3.31 0.93$ 8.50 1.17$ 21.42 1.47$ 48.01 03/2009
02/2011
2.19$ 4.26 19.90%
3Y -18.02 03/2006
02/2009
0.55$ -1.73 0.94$ 9.86 1.32$ 16.99 1.60$ 30.16 03/2009
02/2012
2.20$ 7.45 17.39%
5Y -1.60 04/2015
03/2020
0.92$ 3.56 1.19$ 9.10 1.54$ 14.97 2.00$ 26.59 03/2009
02/2014
3.25$ 9.00 3.13%
7Y 3.09 04/2013
03/2020
1.23$ 6.52 1.55$ 9.78 1.92$ 13.51 2.42$ 18.25 04/2009
03/2016
3.23$ 7.93 0.00%
10Y 5.59 02/2006
01/2016
1.72$ 7.30 2.02$ 9.75 2.53$ 12.30 3.19$ 16.93 03/2009
02/2019
4.77$ 8.51 0.00%
15Y 7.01 07/2007
06/2022
2.76$ 7.59 2.99$ 8.58 3.43$ 9.47 3.88$ 14.23 03/2009
02/2024
7.35$ 14.23 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -45.48 03/2008
02/2009
0.54$ -12.60 0.87$ 8.76 1.08$ 24.68 1.24$ 84.18 04/2020
03/2021
1.84$ 2.27 37.50%
2Y -31.96 03/2007
02/2009
0.46$ -4.97 0.90$ 6.49 1.13$ 18.99 1.41$ 44.91 03/2009
02/2011
2.09$ -0.07 27.55%
3Y -19.76 03/2006
02/2009
0.51$ -3.39 0.90$ 7.90 1.25$ 14.24 1.49$ 27.12 03/2009
02/2012
2.05$ 1.83 19.02%
5Y -3.43 06/2007
05/2012
0.83$ 1.47 1.07$ 6.55 1.37$ 13.39 1.87$ 24.04 03/2009
02/2014
2.93$ 4.71 10.63%
7Y 1.55 04/2013
03/2020
1.11$ 4.24 1.33$ 7.60 1.67$ 11.65 2.16$ 16.34 04/2009
03/2016
2.88$ 4.32 0.00%
10Y 3.75 02/2006
01/2016
1.44$ 5.37 1.68$ 7.69 2.09$ 10.39 2.68$ 14.91 03/2009
02/2019
4.01$ 5.58 0.00%
15Y 4.52 07/2007
06/2022
1.94$ 5.45 2.21$ 6.35 2.51$ 7.12 2.80$ 11.40 03/2009
02/2024
5.05$ 11.40 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.26
40%
-0.14
60%
-4.54
40%
3.22
60%
-0.82
60%
1.39
60%
3.42
80%
-1.12
40%
-3.70
20%
2.94
80%
6.59
80%
4.14
80%
Best 11.5
2023
9.5
2021
7.0
2021
14.4
2020
5.2
2020
9.7
2023
9.2
2022
3.8
2020
5.0
2019
11.5
2022
16.6
2020
10.2
2023
Worst -4.1
2020
-10.5
2020
-24.3
2020
-6.7
2022
-9.6
2019
-9.2
2022
-0.2
2021
-5.3
2019
-9.5
2022
-5.8
2023
-2.4
2021
-5.1
2022
Monthly Seasonality over the period Jan 2006 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.70
50%
0.84
70%
-1.13
60%
1.74
50%
0.30
70%
1.23
70%
1.80
70%
-0.44
50%
-2.37
30%
1.48
70%
5.22
90%
0.79
70%
Best 11.7
2019
9.5
2021
9.8
2016
14.4
2020
5.2
2020
9.7
2023
9.2
2022
5.1
2014
5.0
2019
11.5
2022
16.6
2020
10.2
2023
Worst -5.6
2016
-10.5
2020
-24.3
2020
-6.7
2022
-9.6
2019
-9.2
2022
-4.3
2014
-5.3
2019
-9.5
2022
-8.9
2018
-2.4
2021
-11.3
2018
Monthly Seasonality over the period Jan 2006 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.61
53%
0.70
74%
0.83
72%
2.84
61%
-0.41
61%
-0.21
56%
1.53
67%
-0.31
50%
-0.96
50%
0.70
67%
2.66
78%
1.91
79%
Best 11.7
2019
9.5
2021
9.8
2016
16.2
2009
5.2
2020
9.7
2023
9.2
2022
9.5
2009
9.4
2010
14.2
2011
16.6
2020
10.2
2023
Worst -9.0
2009
-13.0
2009
-24.3
2020
-6.7
2022
-9.6
2019
-9.2
2022
-5.9
2007
-7.5
2011
-9.9
2011
-22.7
2008
-8.7
2008
-11.3
2018
Monthly Seasonality over the period Jan 2006 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the SPDR S&P 400 Mid Cap Value ETF (MDYV) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SPDR S&P 400 MID CAP VALUE ETF (MDYV) ETF
Monthly Returns Distribution
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 December 2005 - 29 February 2024 (~18 years)
75 Positive Months (63%) - 45 Negative Months (38%)
140 Positive Months (64%) - 79 Negative Months (36%)
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(Scroll down to see all data)
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