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
1.160.86
0.91.28
1.210.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
12.1610.9
1211.38
12.6915.42
Sharpe Ratio
1.030.94
0.831.34
1.10.48
Treynor Ratio
12.6410.38
9.715.73
14.116.54