DIA - SPDR Dow Jones Industrial Average ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsDIACategory Average
5 YearsDIACategory Average
10 YearsDIACategory Average
Alpha
2.560.43
1.440.71
0.8-0.34
Beta
0.980.91
0.980.9
0.940.97
Mean Annual Return
1.30.88
1.061.25
1.160.64
R-squared
91.9286.29
93.5684.94
93.9188.42
Standard Deviation
12.3410.58
12.1810.81
12.1315.87
Sharpe Ratio
1.141
0.971.38
1.10.43
Treynor Ratio
14.7411.86
11.9617.48
14.425.97