SPY - SPDR S&P 500 ETF Trust

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
1.240.86
0.981.28
1.120.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
12.0710.9
11.9511.38
12.4215.42
Sharpe Ratio
1.090.94
0.891.34
1.030.48
Treynor Ratio
13.4710.38
10.5115.73
12.886.54