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SPDR S&P 500 (SPY)

-NYSEArca

165.66 Down 0.72(0.43%) 2:15PM EDT - Nasdaq Real Time Price


Risk as of Jul 30, 2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.07N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.43N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation13.31N/A
Sharpe Ratio1.28N/A
5 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.06N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.80N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation18.46N/A
Sharpe Ratio0.51N/A
10 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.08N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.70N/A
R-squared (against Standard Index)100.00N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.88N/A