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    SPDR S&P MidCap 400 ETF (MDY)

    263.30 Up 0.74(0.28%) Dec 19, 4:00PM EST
    |After Hours : 262.72 Down 0.58 (0.22%) Dec 19, 4:16PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.76N/A
    Beta (against Standard Index)1.13N/A
    Mean Annual Return1.52N/A
    R-squared (against Standard Index)81.38N/A
    Standard Deviation11.30N/A
    Sharpe Ratio1.61N/A
    5 Years
    Alpha (against Standard Index)-0.73N/A
    Beta (against Standard Index)1.15N/A
    Mean Annual Return1.45N/A
    R-squared (against Standard Index)89.20N/A
    Standard Deviation15.86N/A
    Sharpe Ratio1.09N/A
    10 Years
    Alpha (against Standard Index)1.00N/A
    Beta (against Standard Index)1.14N/A
    Mean Annual Return0.91N/A
    R-squared (against Standard Index)89.81N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio7.19N/A