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SPDR S&P 1500 Value Tilt ETF (VLU)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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147.85+2.17 (+1.49%)
At close: 3:57PM EDT

Risk Statistics

3 YearsVLUCategory Average
5 YearsVLUCategory Average
10 YearsVLUCategory Average
Alpha
-3.340.43
-2.850.71
0-0.34
Beta
1.120.91
1.120.9
00.97
Mean Annual Return
1.110.88
1.321.25
00.64
R-squared
93.0386.29
92.1484.94
088.42
Standard Deviation
21.5310.58
17.5610.81
015.87
Sharpe Ratio
0.551
0.831.38
00.43
Treynor Ratio
9.0511.86
12.5717.48
05.97