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Saturday, December 12, 2009, 5:56AM ET - U.S. Markets Closed.
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SPDR Dow Jones Total Market (TMW)
On
Dec 11
:
81.22
0.32
(0.40%)
MORE ON TMW
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMW
Category
Alpha (against Standard Index)
0.30
0.31
Beta (against Standard Index)
1.01
1.13
Mean Annual Return
-0.31
-0.37
R-squared (against Standard Index)
99.62
95.76
Standard Deviation
20.14
N/A
Sharpe Ratio
-0.30
-0.30
5 Years
Statistic
TMW
Category
Alpha (against Standard Index)
0.45
N/A
Beta (against Standard Index)
1.01
N/A
Mean Annual Return
0.20
N/A
R-squared (against Standard Index)
99.46
N/A
Standard Deviation
16.32
N/A
Sharpe Ratio
-0.03
N/A
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