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
-0.080.15
Beta
10.98
11
11
Mean Annual Return
1.050.86
0.861.28
1.110.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
12.1610.9
11.9311.38
12.5415.42
Sharpe Ratio
0.910.94
0.781.34
1.020.48
Treynor Ratio
11.0510.38
9.0415.73
12.826.54