DGT - SPDR Global Dow ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsDGTCategory Average
5 YearsDGTCategory Average
10 YearsDGTCategory Average
Alpha
2.464.54
4.823.23
1.570.43
Beta
0.910.92
0.90.87
0.80.85
Mean Annual Return
0.690.45
0.970.77
0.360.33
R-squared
91.5887.26
90.6289.84
89.6790.95
Standard Deviation
11.6812.44
10.9313.12
1617.05
Sharpe Ratio
0.670.46
1.040.72
0.240.18
Treynor Ratio
8.185.66
12.5610.19
3.332.04