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SPDR S&P 400 Mid Cap Growth ETF (MDYG)

-NYSEArca
123.53 Up 0.48(0.39%) 4:00PM EDT

Risk as of May 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMDYGCategory
Alpha (against Standard Index)-0.65N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.83N/A
R-squared (against Standard Index)75.28N/A
Standard Deviation12.39N/A
Sharpe Ratio0.80N/A
5 Years
StatisticMDYGCategory
Alpha (against Standard Index)-2.46N/A
Beta (against Standard Index)1.06N/A
Mean Annual Return0.84N/A
R-squared (against Standard Index)82.88N/A
Standard Deviation14.18N/A
Sharpe Ratio0.70N/A
10 Years
StatisticMDYGCategory
Alpha (against Standard Index)1.36N/A
Beta (against Standard Index)1.13N/A
Mean Annual Return0.89N/A
R-squared (against Standard Index)84.77N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.31N/A