FEU - SPDR STOXX Europe 50 ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFEUCategory Average
5 YearsFEUCategory Average
10 YearsFEUCategory Average
Alpha
-1.140.41
-2.152.25
-1.24-0.65
Beta
0.971.03
0.950.99
1.031.07
Mean Annual Return
0.580.12
0.10.76
0.640.3
R-squared
77.7777.47
82.6481.23
89.2690.5
Standard Deviation
11.5914.89
12.6515.69
16.621.6
Sharpe Ratio
0.480.09
0.030.57
0.430.13
Treynor Ratio
5.330.63
-0.418.36
5.820.38