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Thursday, November 26, 2009, 10:54PM ET - U.S. Markets Closed for Thanksgiving Day. Dow  0.29% Nasdaq  0.32%

MidCap SPDRs (MDY)

On Nov 25: 126.89   0.86 (0.68%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MDY Category Alpha (against Standard Index) 4.60 3.54 Beta (against Standard Index) 1.14 1.28 Mean Annual Return -0.15 -0.33 R-squared (against Standard Index) 92.27 91.71 Standard Deviation 23.29 N/A Sharpe Ratio -0.18 -0.24 5 Years Statistic MDY Category Alpha (against Standard Index) 3.40 N/A Beta (against Standard Index) 1.16 N/A Mean Annual Return 0.40 N/A R-squared (against Standard Index) 90.60 N/A Standard Deviation 19.40 N/A Sharpe Ratio 0.10 N/A 10 Years Statistic MDY Category Alpha (against Standard Index) 7.52 7.52 Beta (against Standard Index) 1.05 1.05 Mean Annual Return N/A N/A R-squared (against Standard Index) 82.17 82.17 Standard Deviation N/A N/A Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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