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
-0.11-0.65
-0.1-0.48
-0.070.15
Beta
10.98
11
11
Mean Annual Return
0.990.86
0.911.28
1.180.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
9.3810.9
10.0111.38
13.1815.42
Sharpe Ratio
1.150.94
1.031.34
1.050.48
Treynor Ratio
1110.38
10.3715.73
13.866.54