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SPDR MFS Systematic Growth Equity ETF (SYG)
NYSEArca - Nasdaq Real-time price. Currency in USD
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At close: 02:48PM EDT
Risk statistics
3 yearsSYGCategory average
5 yearsSYGCategory average
10 yearsSYGCategory average
Alpha
0.63-3.88
0.41-0.54
00.05
BETA
11.12
11.06
01.06
Mean annual return
1.290.52
1.431.19
01.14
R-squared
91.2987.17
90.3987.62
087.36
Standard deviation
19.221.44
15.7321.12
017.43
Sharpe ratio
0.730.16
1.010.58
00.7
Treynor ratio
13.281.06
16.0210.08
010.68
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