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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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109.68+0.83 (+0.76%)
At close: 12:14PM EDT

Risk Statistics

3 YearsSMLVCategory Average
5 YearsSMLVCategory Average
10 YearsSMLVCategory Average
Alpha
-6.44-7.01
-6.43-5.68
-3.41-5.46
BETA
0.80.99
0.981.12
0.961.12
Mean Annual Return
0.130.44
0.620.97
0.750.78
R-squared
64.774.07
69.2977.53
64.774.12
Standard Deviation
17.3920.18
21.6223.29
18.1219.74
Sharpe Ratio
-0.080.12
0.240.41
0.410.4
Treynor Ratio
-3.730.48
3.056.45
6.375.53