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SPDR S&P Intl Cnsmr Stapl Sect ETF (IPS)

-NYSEArca
43.42 0.00(0.00%) Mar 27

Risk as of Feb 27, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIPSCategory
Alpha (against Standard Index)0.59N/A
Beta (against Standard Index)0.75N/A
Mean Annual Return0.38N/A
R-squared (against Standard Index)48.84N/A
Standard Deviation11.57N/A
Sharpe Ratio0.38N/A
5 Years
StatisticIPSCategory
Alpha (against Standard Index)0.71N/A
Beta (against Standard Index)0.84N/A
Mean Annual Return0.66N/A
R-squared (against Standard Index)61.18N/A
Standard Deviation11.94N/A
Sharpe Ratio0.66N/A
10 Years
StatisticIPSCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A