SPDR SSGA Kurtosis
| MYMH ETF | | | 24.53 0.01 0.04% |
Kurtosis is a measure of the return distribution. In a similar way to the concept of skewness, kurtosis is a descriptor of the shape of a return distribution. There are various interpretations of kurtosis, and of how particular measures should be interpreted; these are primarily peakedness (width of peak), tail weight, and lack of shoulders (distribution primarily peak and tails, not in between). Below is SPDR SSGA's current Kurtosis with peer comparisons and related risk metrics.
Current Kurtosis Value
The Kurtosis of 3.46 for SPDR SSGA indicates near-normal tail behavior. SPDR SSGA's return distribution is close to normal in terms of extreme-move frequency.
Kurtosis Peers Comparison
Relative to peers, SPDR SSGA's Kurtosis is above the group average of 1.31. Peer readings range from -0.3594 (Strategy Shares ) to 5.21 (SPDR SSGA My2027), reflecting wide dispersion across the sector.
Kurtosis Relative To Other Indicators
The chart below plots Kurtosis against Maximum Drawdown for SPDR SSGA and its peers. Each point represents one equity — position along the horizontal axis shows Kurtosis while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
At
3.46 for Kurtosis and
0.57 for Maximum Drawdown, SPDR SSGA's cross-indicator ratio sits almost
0.16 . This indicates Maximum Drawdown falls substantially below Kurtosis for SPDR SSGA. Kurtosis outpaces Maximum Drawdown by
6.07 times for SPDR SSGA My2028
Methodology, Assumptions & Data Sources
SPDR SSGA has a current Kurtosis reading of 3.46. SPDR SSGA's Kurtosis is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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