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SPDR Morgan Stanley Technology ETF (MTK)

-NYSEArca
99.20 Up 0.21(0.21%) Aug 22, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMTKCategory
Alpha (against Standard Index)4.86N/A
Beta (against Standard Index)1.04N/A
Mean Annual Return1.35N/A
R-squared (against Standard Index)77.46N/A
Standard Deviation16.81N/A
Sharpe Ratio0.96N/A
5 Years
StatisticMTKCategory
Alpha (against Standard Index)2.10N/A
Beta (against Standard Index)1.09N/A
Mean Annual Return1.31N/A
R-squared (against Standard Index)79.90N/A
Standard Deviation17.87N/A
Sharpe Ratio0.88N/A
10 Years
StatisticMTKCategory
Alpha (against Standard Index)1.05N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return0.88N/A
R-squared (against Standard Index)76.61N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.56N/A