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SPDR S&P 500 (SPY)

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169.34 Up 1.33(0.79%) Oct 1, 4:00PM EDT|After Hours : 169.40 Up 0.06 (0.04%) Oct 1, 7:59PM EDT


Risk as of Aug 30, 2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.07N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.48N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation13.09N/A
Sharpe Ratio1.35N/A
5 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.06N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.73N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation18.53N/A
Sharpe Ratio0.46N/A
10 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.08N/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 Ratio5.37N/A