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    SPDR S&P 400 Mid Cap Value ETF (MDYV)

    -NYSEArca
    81.93 Down 0.29(0.35%) Apr 29, 4:00PM EDT

    Risk as of Mar 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMDYVCategory
    Alpha (against Standard Index)-2.70N/A
    Beta (against Standard Index)1.03N/A
    Mean Annual Return0.79N/A
    R-squared (against Standard Index)77.07N/A
    Standard Deviation13.31N/A
    Sharpe Ratio0.71N/A
    5 Years
    StatisticMDYVCategory
    Alpha (against Standard Index)-3.21N/A
    Beta (against Standard Index)1.14N/A
    Mean Annual Return0.85N/A
    R-squared (against Standard Index)85.34N/A
    Standard Deviation15.14N/A
    Sharpe Ratio0.67N/A
    10 Years
    StatisticMDYVCategory
    Alpha (against Standard Index)-0.79N/A
    Beta (against Standard Index)1.13N/A
    Mean Annual Return0.67N/A
    R-squared (against Standard Index)89.02N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio4.88N/A