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SPDR Dow Jones Industrial Average ETF Trust (D07.SI)

SES - SES Delayed Price. Currency in USD
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309.00+4.86 (+1.60%)
At close: 10:42AM SGT

Risk statistics

3 yearsD07.SICategory average
5 yearsD07.SICategory average
10 yearsD07.SICategory average
Alpha
-3.010.43
-0.850.71
-0.98-0.34
BETA
0.950.91
0.950.9
0.960.97
Mean annual return
1.090.88
1.041.25
1.080.64
R-squared
91.6286.29
91.8684.94
91.9688.42
Standard deviation
17.9910.58
16.2410.81
13.515.87
Sharpe ratio
1.181
1.181.38
1.780.43
Treynor ratio
12.1511.86
11.2117.48
12.545.97