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SPDR S&P 500 ETF (SPY)

-NYSEArca
197.54 0.36(0.18%) Sep 29, 4:00PM EDT
|Pre-Market : 198.21 Up 0.67 (0.34%) 7:28AM EDT - Nasdaq Real Time Price

Risk as of Aug 30, 2014Get 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 Return1.62N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation11.57N/A
Sharpe Ratio1.67N/A
5 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.08N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.37N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation13.16N/A
Sharpe Ratio1.24N/A
10 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.08N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.76N/A
R-squared (against Standard Index)100.00N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.72N/A