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Thursday, November 26, 2009, 5:29AM ET - U.S. Markets Closed for Thanksgiving Day. Dow  0.29% Nasdaq  0.32%

SPDRs (SPY)

On Nov 25: 111.38   0.39 (0.35%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SPY Category Alpha (against Standard Index) -0.06 0.37 Beta (against Standard Index) 0.99 1.13 Mean Annual Return -0.44 -0.50 R-squared (against Standard Index) 100.00 95.56 Standard Deviation 19.46 N/A Sharpe Ratio -0.40 -0.37 5 Years Statistic SPY Category Alpha (against Standard Index) -0.06 N/A Beta (against Standard Index) 0.99 N/A Mean Annual Return 0.13 N/A R-squared (against Standard Index) 100.00 N/A Standard Deviation 15.87 N/A Sharpe Ratio -0.09 N/A 10 Years Statistic SPY Category Alpha (against Standard Index) -0.09 -0.09 Beta (against Standard Index) 1 1 Mean Annual Return N/A N/A R-squared (against Standard Index) 100.00 100.00 Standard Deviation N/A N/A Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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