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
-0.420.41
-1.292.25
-0.91-0.65
Beta
0.961.03
0.960.99
1.031.07
Mean Annual Return
0.750.12
0.130.76
0.560.3
R-squared
80.9377.47
84.0281.23
88.890.5
Standard Deviation
12.2614.89
13.1615.69
16.2921.6
Sharpe Ratio
0.610.09
0.050.57
0.380.13
Treynor Ratio
7.30.63
-0.248.36
4.920.38