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SPDR S&P Mortgage Finance ETF (KME)

-NYSEArca
54.82 Up 0.88(1.63%) Aug 29, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticKMECategory
Alpha (against Standard Index)3.43N/A
Beta (against Standard Index)1.10N/A
Mean Annual Return1.29N/A
R-squared (against Standard Index)70.29N/A
Standard Deviation18.64N/A
Sharpe Ratio0.82N/A
5 Years
StatisticKMECategory
Alpha (against Standard Index)-4.02N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return0.78N/A
R-squared (against Standard Index)57.69N/A
Standard Deviation20.62N/A
Sharpe Ratio0.45N/A
10 Years
StatisticKMECategory
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