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SPDR S&P 500 ETF Trust (SPY)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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330.08+3.42 (+1.05%)
At close: 4:00PM EDT

327.65 -2.43 (-0.74%)
After hours: 7:59PM EDT

Risk Statistics

3 YearsSPYCategory Average
5 YearsSPYCategory Average
10 YearsSPYCategory Average
Alpha
-0.04-0.65
-0.05-0.48
-0.060.15
Beta
10.98
11
11
Mean Annual Return
1.090.86
1.191.28
1.140.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
17.6810.9
14.8311.38
13.2115.42
Sharpe Ratio
0.650.94
0.881.34
0.990.48
Treynor Ratio
10.6210.38
12.9215.73
13.066.54