SDY - SPDR S&P Dividend ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsSDYCategory Average
5 YearsSDYCategory Average
10 YearsSDYCategory Average
Alpha
-1.620.43
1.170.71
2.12-0.34
Beta
0.830.91
0.840.9
0.840.97
Mean Annual Return
0.860.88
0.881.25
1.20.64
R-squared
85.486.29
82.8284.94
85.3888.42
Standard Deviation
11.0310.58
11.1210.81
11.5115.87
Sharpe Ratio
0.811
0.861.38
1.210.43
Treynor Ratio
10.4811.86
11.2317.48
16.935.97