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
-0.070.15
Beta
10.98
11
11
Mean Annual Return
0.90.86
1.251.28
0.760.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
10.0710.9
9.4711.38
15.0515.42
Sharpe Ratio
1.030.94
1.561.34
0.580.48
Treynor Ratio
10.410.38
15.3815.73
7.876.54