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SPDR S&P 500 ETF Trust (SPY)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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381.24+3.99 (+1.06%)
At close: 04:00PM EDT
381.07 -0.17 (-0.04%)
After hours: 07:59PM EDT

Risk Statistics

3 YearsSPYCategory Average
5 YearsSPYCategory Average
10 YearsSPYCategory Average
Alpha
-0.04-0.65
-0.06-0.48
-0.070.15
BETA
10.98
11
11
Mean Annual Return
1.40.86
1.161.28
1.190.69
R-squared
10094.06
10095.34
10096.99
Standard Deviation
18.0710.9
16.3711.38
13.3715.42
Sharpe Ratio
0.740.94
0.881.34
1.650.48
Treynor Ratio
15.810.38
12.2215.73
13.686.54