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SPDR S&P 500 (SPY)

-NYSEArca
200.71 Up 0.57(0.28%) 4:00PM EDT
|After Hours : 200.51 Down 0.20 (0.10%) 7:59PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.10N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.35N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation12.17N/A
Sharpe Ratio1.33N/A
5 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.08N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.36N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation13.14N/A
Sharpe Ratio1.24N/A
10 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.08N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.73N/A
R-squared (against Standard Index)100.00N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.33N/A