SPYV - SPDR Portfolio S&P 500 Value ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsSPYVCategory Average
5 YearsSPYVCategory Average
10 YearsSPYVCategory Average
Alpha
-3.360.43
-2.520.71
-1.64-0.34
Beta
1.010.91
0.990.9
10.97
Mean Annual Return
0.910.88
0.691.25
1.070.64
R-squared
91.3586.29
92.6684.94
94.8888.42
Standard Deviation
12.9310.58
12.3510.81
12.9915.87
Sharpe Ratio
0.731
0.61.38
0.950.43
Treynor Ratio
8.9611.86
6.9717.48
12.35.97