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SPDR S&P 500 ETF Trust (SPY)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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357.18-5.61 (-1.55%)
At close: 04:00PM EDT
357.88 +0.70 (+0.20%)
After hours: 07:59PM EDT

Risk Statistics

3 YearsSPYCategory Average
5 YearsSPYCategory Average
10 YearsSPYCategory Average
Alpha
-0.03-0.65
-0.05-0.48
-0.070.15
BETA
10.98
11
11
Mean Annual Return
1.130.86
1.061.28
1.10.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
19.3610.9
17.4411.38
1415.42
Sharpe Ratio
0.10.94
0.31.34
1.240.48
Treynor Ratio
11.7710.38
10.6215.73
12.326.54