The portfolios and factors are user generated and not verified. Portfolio and factor names, specifications, and descriptions do not represent the views of PortfolioTree LLC. Reports are provided for informational purposes only. Use your own judgement and consult a professional before making any investment decisions.

Name Benchmark Returns Start Returns End Policy
Algorithm
Rebalancing
Interval
Number of Assets
Credit Factor SPDR S&P 500 ETF Trust (SPY) 2007-05-31 2024-11-01 Constant Weights Daily 3
Duration Factor SPDR S&P 500 ETF Trust (SPY) 2002-07-29 2024-11-01 Constant Weights Daily 1
Emerging (Developed) Factor SPDR S&P 500 ETF Trust (SPY) 2017-03-24 2024-11-01 Constant Weights Daily 3
High Beta (Low Beta) SPDR S&P 500 ETF Trust (SPY) 2011-05-06 2024-11-01 Constant Weights Daily 3
Inflation Factor SPDR S&P 500 ETF Trust (SPY) 2007-05-31 2024-11-01 Constant Weights Daily 3
Market Factor SPDR S&P 500 ETF Trust (SPY) 2008-03-31 2024-11-01 Constant Weights Daily 1
Risk Free SPDR S&P 500 ETF Trust (SPY) 2007-05-31 2024-11-01 Constant Weights Daily 1
Size Factor SPDR S&P 500 ETF Trust (SPY) 2007-05-31 2024-11-01 Constant Weights Daily 3
Style Factor SPDR S&P 500 ETF Trust (SPY) 2007-05-31 2024-11-01 Constant Weights Daily 3
U.S. Tilt (Non U.S.) SPDR S&P 500 ETF Trust (SPY) 2008-04-01 2024-11-01 Constant Weights Daily 3
Vol Factor SPDR S&P 500 ETF Trust (SPY) 2009-02-02 2024-11-01 Constant Weights Daily 1
Vol Term Structure SPDR S&P 500 ETF Trust (SPY) 2011-01-05 2024-11-01 Constant Weights Daily 3
Yield Curve Factor SPDR S&P 500 ETF Trust (SPY) 2007-05-31 2024-11-01 Constant Weights Daily 3
13 portfolios listed.