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SPDR S&P 1500 Value Tilt ETF (VLU)

NYSEArca - Nasdaq Real Time Price. Currency in USD

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174.66

+0.24

(+0.14%)

At close: 03:59PM EDT

Risk Statistics

3 YearsVLUCategory Average

5 YearsVLUCategory Average

10 YearsVLUCategory Average

Alpha

-0.29-1.05

-0.92-2.79

-1.56-2.8

BETA

0.90.83

1.020.94

1.020.95

Mean Annual Return

0.70.6

1.130.89

0.960.79

R-squared

87.4678.41

88.9583.21

90.2584.19

Standard Deviation

17.0416.63

20.0519.14

16.3415.77

Sharpe Ratio

0.310.25

0.560.44

0.620.51

Treynor Ratio

4.553.52

9.717.4

9.047.51