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SPDR S&P 500 ETF (SPY)

NYSEArca - Nasdaq Real-time price. Currency in USD
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422.60-0.51 (-0.12%)
At close: 4:00PM EDT

Risk statistics

3 yearsSPYCategory average
5 yearsSPYCategory average
10 yearsSPYCategory average
Alpha
-0.09-0.65
-0.09-0.48
-0.090.15
Beta
10.98
11
11
Mean annual return
1.520.86
1.411.28
1.190.69
R-squared
10094.06
10095.34
10096.99
Standard deviation
18.4910.9
14.9611.38
13.5815.42
Sharpe ratio
0.910.94
1.051.34
1.010.48
Treynor ratio
16.6210.38
15.9115.73
13.676.54