SPY - SPDR S&P 500 ETF Trust

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsSPYCategory Average
5 YearsSPYCategory Average
10 YearsSPYCategory Average
Alpha
-0.06-0.65
-0.05-0.48
-0.060.15
BETA
10.98
11
11
Mean Annual Return
1.140.86
1.011.28
1.030.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
17.8910.9
18.5811.38
14.8115.42
Sharpe Ratio
0.680.94
0.571.34
0.770.48
Treynor Ratio
11.4110.38
9.3515.73
10.96.54