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    More On SPYV


    SPDR S&P 500 Value ETF (SPYV)

    -NYSEArca
    102.07 Up 0.15(0.15%) Dec 19, 4:00PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSPYVCategory
    Alpha (against Standard Index)-0.70N/A
    Beta (against Standard Index)1.02N/A
    Mean Annual Return1.61N/A
    R-squared (against Standard Index)94.46N/A
    Standard Deviation9.53N/A
    Sharpe Ratio2.02N/A
    5 Years
    StatisticSPYVCategory
    Alpha (against Standard Index)-1.00N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return1.22N/A
    R-squared (against Standard Index)96.55N/A
    Standard Deviation13.15N/A
    Sharpe Ratio1.11N/A
    10 Years
    StatisticSPYVCategory
    Alpha (against Standard Index)-0.83N/A
    Beta (against Standard Index)0.99N/A
    Mean Annual Return0.66N/A
    R-squared (against Standard Index)96.20N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio5.60N/A