DIA - SPDR Dow Jones Industrial Average ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsDIACategory Average
5 YearsDIACategory Average
10 YearsDIACategory Average
Alpha
1.780.43
-0.380.71
1.11-0.34
Beta
1.050.91
1.030.9
0.910.97
Mean Annual Return
1.50.88
1.181.25
0.970.64
R-squared
91.0186.29
91.1484.94
94.6988.42
Standard Deviation
10.4210.58
10.3510.81
13.8415.87
Sharpe Ratio
1.651
1.311.38
0.810.43
Treynor Ratio
17.1911.86
13.5417.48
11.865.97