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SPDR Dow Jones Industrial Average ETF (DIA)

-NYSEArca
167.74 Up 1.29(0.78%) Oct 24, 4:00PM EDT
|After Hours : 167.85 Up 0.11 (0.07%) Oct 24, 6:58PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDIACategory
Alpha (against Standard Index)-2.19N/A
Beta (against Standard Index)0.94N/A
Mean Annual Return1.49N/A
R-squared (against Standard Index)92.74N/A
Standard Deviation10.28N/A
Sharpe Ratio1.73N/A
5 Years
StatisticDIACategory
Alpha (against Standard Index)0.53N/A
Beta (against Standard Index)0.90N/A
Mean Annual Return1.21N/A
R-squared (against Standard Index)94.82N/A
Standard Deviation12.17N/A
Sharpe Ratio1.18N/A
10 Years
StatisticDIACategory
Alpha (against Standard Index)0.44N/A
Beta (against Standard Index)0.90N/A
Mean Annual Return0.72N/A
R-squared (against Standard Index)94.59N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.12N/A