Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, November 26, 2009, 5:29AM ET - U.S. Markets Closed for Thanksgiving Day. Dow Up 0.29% Nasdaq Up 0.32%
SPDRs (SPY)On Nov 25: 111.38  Up 0.39 (0.35%)  
MORE ON SPY
Quotes
Charts
News & Info
ETF
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.060.37
Beta (against Standard Index)0.991.13
Mean Annual Return-0.44-0.50
R-squared (against Standard Index)100.0095.56
Standard Deviation19.46N/A
Sharpe Ratio-0.40-0.37
5 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.06N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return0.13N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation15.87N/A
Sharpe Ratio-0.09N/A
10 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.09-0.09
Beta (against Standard Index)11
Mean Annual ReturnN/AN/A
R-squared (against Standard Index)100.00100.00
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
ETFs by BetaETF Education