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    SPDR S&P 500 Growth ETF (SPYG)

    -NYSEArca
    101.66 Up 0.41(0.41%) May 27, 4:00PM EDT

    Risk as of Apr 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSPYGCategory
    Alpha (against Standard Index)0.87N/A
    Beta (against Standard Index)1.03N/A
    Mean Annual Return1.04N/A
    R-squared (against Standard Index)96.46N/A
    Standard Deviation11.87N/A
    Sharpe Ratio1.05N/A
    5 Years
    StatisticSPYGCategory
    Alpha (against Standard Index)0.98N/A
    Beta (against Standard Index)0.97N/A
    Mean Annual Return0.99N/A
    R-squared (against Standard Index)96.70N/A
    Standard Deviation12.08N/A
    Sharpe Ratio0.98N/A
    10 Years
    StatisticSPYGCategory
    Alpha (against Standard Index)1.29N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return0.76N/A
    R-squared (against Standard Index)95.51N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio7.20N/A