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
2.630.43
1.190.71
0.8-0.34
Beta
0.970.91
0.980.9
0.940.97
Mean Annual Return
1.180.88
0.911.25
1.160.64
R-squared
91.1286.29
9384.94
93.8588.42
Standard Deviation
11.8610.58
11.910.81
12.2215.87
Sharpe Ratio
1.071
0.841.38
1.10.43
Treynor Ratio
13.2811.86
10.0617.48
14.375.97