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
-0.07-0.65
-0.08-0.48
-0.080.15
Beta
10.98
11
11
Mean Annual Return
1.20.86
0.961.28
1.250.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
10.8210.9
11.2411.38
12.4115.42
Sharpe Ratio
1.210.94
0.951.34
1.170.48
Treynor Ratio
13.4410.38
10.715.73
14.776.54