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    SPDR Russell 1000 ETF (ONEK)

    -NYSEArca
    101.53 Down 0.46(0.45%) Sep 23, 8:00PM EDT

    Risk as of Aug 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticONEKCategory
    Alpha (against Standard Index)-0.35N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return0.99N/A
    R-squared (against Standard Index)99.59N/A
    Standard Deviation10.92N/A
    Sharpe Ratio1.08N/A
    5 Years
    StatisticONEKCategory
    Alpha (against Standard Index)-0.32N/A
    Beta (against Standard Index)1.01N/A
    Mean Annual Return1.19N/A
    R-squared (against Standard Index)99.73N/A
    Standard Deviation11.81N/A
    Sharpe Ratio1.20N/A
    10 Years
    StatisticONEKCategory
    Alpha (against Standard Index)0.08N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return0.71N/A
    R-squared (against Standard Index)99.84N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio6.73N/A