KBE - SPDR S&P Bank ETF

NYSEArca - NYSEArca Delayed price. Currency in USD

Risk statistics

3 yearsKBECategory average
5 yearsKBECategory average
10 yearsKBECategory average
Alpha
-0.361.97
-9.424.98
-2.63-3.71
BETA
0.850.95
1.241
1.161.12
Mean annual return
0.770.62
0.031.32
0.60.22
R-squared
27.5853.95
51.8662.06
44.7863.59
Standard deviation
27.5215.01
30.5915.7
25.1324.13
Sharpe ratio
0.280.51
-0.041.04
0.250.07
Treynor ratio
4.927.31
-4.9116.68
2.58-1.13