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PowerShares S&P 500 Low Volatility ETF (SPLV)

-NYSEArca
43.13 Up 0.24(0.56%) Jul 22, 4:00PM EDT

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSPLVCategory
Alpha (against Standard Index)5.05N/A
Beta (against Standard Index)0.73N/A
Mean Annual Return1.13N/A
R-squared (against Standard Index)66.61N/A
Standard Deviation10.06N/A
Sharpe Ratio1.34N/A
5 Years
StatisticSPLVCategory
Alpha (against Standard Index)6.86N/A
Beta (against Standard Index)0.58N/A
Mean Annual Return1.16N/A
R-squared (against Standard Index)54.93N/A
Standard Deviation9.46N/A
Sharpe Ratio1.47N/A
10 Years
StatisticSPLVCategory
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