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SPDR S&P 500 ETF Trust (SPY)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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562.01+2.92 (+0.52%)
At close: 04:00PM EDT
561.65 -0.36 (-0.06%)
After hours: 07:59PM EDT

Risk Statistics

3 YearsSPYCategory Average
5 YearsSPYCategory Average
10 YearsSPYCategory Average
Alpha
-0.08-1.26
-0.05-1.12
-0.06-1.21
BETA
10.95
10.98
10.99
Mean Annual Return
0.870.75
1.371.25
1.111.01
R-squared
10093.66
10094.7
10094.8
Standard Deviation
17.7917.56
17.9918.13
15.2315.48
Sharpe Ratio
0.380.3
0.780.7
0.760.67
Treynor Ratio
5.564.17
13.4412.13
11.29.89