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    SPDR S&P 500 ETF (SPY)

    -NYSEArca
    236.74 Up 0.30(0.13%) Feb 24, 4:00PM EST
    |After Hours : 236.74 0.00 (0.00%) Feb 24, 7:59PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSPYCategory
    Alpha (against Standard Index)-0.09N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return0.90N/A
    R-squared (against Standard Index)100.00N/A
    Standard Deviation10.44N/A
    Sharpe Ratio1.02N/A
    5 Years
    StatisticSPYCategory
    Alpha (against Standard Index)-0.09N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return1.14N/A
    R-squared (against Standard Index)100.00N/A
    Standard Deviation10.24N/A
    Sharpe Ratio1.32N/A
    10 Years
    StatisticSPYCategory
    Alpha (against Standard Index)-0.07N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return0.66N/A
    R-squared (against Standard Index)100.00N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio6.24N/A