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Saturday, December 12, 2009, 5:56AM ET - U.S. Markets Closed. Dow Up 0.63% Nasdaq Down 0.03%
SPDR Dow Jones Total Market (TMW)On Dec 11: 81.22  Up 0.32 (0.40%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTMWCategory
Alpha (against Standard Index)0.300.31
Beta (against Standard Index)1.011.13
Mean Annual Return-0.31-0.37
R-squared (against Standard Index)99.6295.76
Standard Deviation20.14N/A
Sharpe Ratio-0.30-0.30
5 Years
StatisticTMWCategory
Alpha (against Standard Index)0.45N/A
Beta (against Standard Index)1.01N/A
Mean Annual Return0.20N/A
R-squared (against Standard Index)99.46N/A
Standard Deviation16.32N/A
Sharpe Ratio-0.03N/A

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