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
0.620.41
-0.272.25
-2.25-0.65
Beta
1.141.03
1.090.99
1.241.07
Mean Annual Return
0.640.12
0.170.76
0.390.3
R-squared
79.977.47
80.481.23
83.0390.5
Standard Deviation
14.514.89
15.3315.69
19.8321.6
Sharpe Ratio
0.420.09
0.060.57
0.210.13
Treynor Ratio
4.610.63
-0.158.36
1.770.38