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SPDR Dow Jones Industrial Average ETF (DIA)

-NYSEArca
178.01 0.05(0.03%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDIACategory
Alpha (against Standard Index)-2.32N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return1.28N/A
R-squared (against Standard Index)90.74N/A
Standard Deviation9.06N/A
Sharpe Ratio1.69N/A
5 Years
StatisticDIACategory
Alpha (against Standard Index)0.05N/A
Beta (against Standard Index)0.90N/A
Mean Annual Return1.24N/A
R-squared (against Standard Index)95.25N/A
Standard Deviation12.17N/A
Sharpe Ratio1.22N/A
10 Years
StatisticDIACategory
Alpha (against Standard Index)0.61N/A
Beta (against Standard Index)0.90N/A
Mean Annual Return0.74N/A
R-squared (against Standard Index)94.77N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.43N/A