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SPDR S&P 500 ETF (SPY)
NYSEArca - Nasdaq Real-time price. Currency in USD
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As of 01:52PM EDT. Market open.
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
0.980.86
1.011.28
1.090.69
R-squared
10094.06
10095.34
10096.99
Standard deviation
18.5910.9
16.911.38
13.6615.42
Sharpe ratio
0.450.94
0.581.34
1.480.48
Treynor ratio
1010.38
10.1515.73
12.246.54
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