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
-0.1-0.65
-0.09-0.48
-0.080.15
Beta
10.98
11
11
Mean Annual Return
1.280.86
1.161.28
0.950.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
9.4210.9
9.5711.38
14.7115.42
Sharpe Ratio
1.540.94
1.41.34
0.750.48
Treynor Ratio
15.1410.38
13.8915.73
10.456.54