SPY - SPDR S&P 500 ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsSPYCategory Average
5 YearsSPYCategory Average
10 YearsSPYCategory Average
Alpha
-0.08-0.65
-0.08-0.48
-0.070.15
Beta
10.98
11
11
Mean Annual Return
0.890.86
1.211.28
0.70.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
10.0410.9
9.4411.38
15.1115.42
Sharpe Ratio
1.020.94
1.511.34
0.520.48
Treynor Ratio
10.310.38
14.8315.73
7.066.54