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 Dow Down0.19% Nasdaq Up0.45%

SPDR S&P 600 Small Cap ETF (SLY)

-NYSEArca
102.01 0.30(0.29%) Jul 30, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSLYCategory
Alpha (against Standard Index)-3.05N/A
Beta (against Standard Index)1.22N/A
Mean Annual Return1.39N/A
R-squared (against Standard Index)88.40N/A
Standard Deviation15.95N/A
Sharpe Ratio1.04N/A
5 Years
StatisticSLYCategory
Alpha (against Standard Index)0.10N/A
Beta (against Standard Index)1.21N/A
Mean Annual Return1.84N/A
R-squared (against Standard Index)85.60N/A
Standard Deviation17.47N/A
Sharpe Ratio1.26N/A
10 Years
StatisticSLYCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A