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SPDR Barclays High Yield Bond ETF (JNK)

-NYSEArca
40.53 Oct 21, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJNKCategory
Alpha (against Standard Index)7.32N/A
Beta (against Standard Index)1.15N/A
Mean Annual Return0.84N/A
R-squared (against Standard Index)18.97N/A
Standard Deviation7.02N/A
Sharpe Ratio1.43N/A
5 Years
StatisticJNKCategory
Alpha (against Standard Index)8.37N/A
Beta (against Standard Index)0.24N/A
Mean Annual Return0.79N/A
R-squared (against Standard Index)0.79N/A
Standard Deviation7.68N/A
Sharpe Ratio1.22N/A
10 Years
StatisticJNKCategory
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