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SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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150.84+0.61 (+0.41%)
At close: 03:59PM EDT

Risk Statistics

3 YearsLGLVCategory Average
5 YearsLGLVCategory Average
10 YearsLGLVCategory Average
Alpha
-1.09-1.27
-1.49-1.02
0.36-1.16
BETA
0.80.96
0.830.98
0.830.99
Mean Annual Return
0.580.65
0.881.07
0.940.97
R-squared
85.9593.97
86.0395.24
8695.13
Standard Deviation
15.2217.4
16.4818.57
13.5715.48
Sharpe Ratio
0.260.27
0.510.58
0.720.66
Treynor Ratio
3.613.46
8.989.77
11.329.57