Dow Down0.56% Nasdaq Down0.79%

SPDR S&P 500 ETF (SPY)

-NYSEArca
205.01 Down 1.15(0.56%) May 4, 4:00PM EDT
|After Hours : 205.42 Up 0.41 (0.20%) May 4, 7:59PM EDT

Risk as of Mar 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.09N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.98N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation11.33N/A
Sharpe Ratio1.03N/A
5 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.09N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.97N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation12.19N/A
Sharpe Ratio0.95N/A
10 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.07N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.66N/A
R-squared (against Standard Index)100.00N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.87N/A