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
0.310.41
-1.32.25
-2.26-0.65
Beta
1.141.03
1.10.99
1.241.07
Mean Annual Return
0.920.12
0.150.76
0.570.3
R-squared
80.3477.47
79.2681.23
83.5590.5
Standard Deviation
14.5114.89
15.4715.69
20.1721.6
Sharpe Ratio
0.660.09
0.060.57
0.320.13
Treynor Ratio
7.960.63
-0.258.36
3.580.38