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SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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107.46+0.04 (+0.04%)
At close: 03:24PM EDT

Risk Statistics

3 YearsSMLVCategory Average
5 YearsSMLVCategory Average
10 YearsSMLVCategory Average
Alpha
-6.19-7.01
-6.36-5.68
-3.54-5.46
BETA
0.780.99
0.971.12
0.961.12
Mean Annual Return
0.350.44
0.750.97
0.780.78
R-squared
63.7174.07
68.8277.53
64.1674.12
Standard Deviation
17.1420.18
21.4823.29
18.0419.74
Sharpe Ratio
0.070.12
0.320.41
0.440.4
Treynor Ratio
-0.220.48
4.896.45
6.785.53