FEZ - SPDR EURO STOXX 50 ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFEZCategory Average
5 YearsFEZCategory Average
10 YearsFEZCategory Average
Alpha
-1.260.41
-2.132.25
-2.82-0.65
Beta
1.141.03
1.080.99
1.221.07
Mean Annual Return
0.670.12
0.130.76
0.630.3
R-squared
74.8877.47
77.3781.23
83.3790.5
Standard Deviation
13.9314.89
14.7915.69
20.2921.6
Sharpe Ratio
0.480.09
0.050.57
0.350.13
Treynor Ratio
5.260.63
-0.38.36
4.280.38