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SPDR S&P MidCap 400 ETF (MDY)

-NYSEArca
265.85 Down 1.50(0.56%) Apr 29, 4:00PM EDT

Risk as of Mar 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMDYCategory
Alpha (against Standard Index)-2.13N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.80N/A
R-squared (against Standard Index)80.20N/A
Standard Deviation12.49N/A
Sharpe Ratio0.76N/A
5 Years
StatisticMDYCategory
Alpha (against Standard Index)-3.04N/A
Beta (against Standard Index)1.10N/A
Mean Annual Return0.82N/A
R-squared (against Standard Index)86.72N/A
Standard Deviation14.44N/A
Sharpe Ratio0.68N/A
10 Years
StatisticMDYCategory
Alpha (against Standard Index)0.13N/A
Beta (against Standard Index)1.11N/A
Mean Annual Return0.74N/A
R-squared (against Standard Index)89.17N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.77N/A