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
-2.840.43
-2.410.71
-1.48-0.34
Beta
0.970.91
0.960.9
0.990.97
Mean Annual Return
0.940.88
0.741.25
1.120.64
R-squared
88.8586.29
91.6684.94
94.6488.42
Standard Deviation
11.1910.58
11.3210.81
12.6415.87
Sharpe Ratio
0.891
0.711.38
1.030.43
Treynor Ratio
10.1711.86
817.48
13.115.97