DIA - SPDR Dow Jones Industrial Average ETF Trust

NYSEArca - Nasdaq Real-time price. Currency in USD

Risk statistics

3 yearsDIACategory average
5 yearsDIACategory average
10 yearsDIACategory average
Alpha
-0.60.43
-1.870.71
-0.91-0.34
BETA
0.910.91
0.940.9
0.960.97
Mean annual return
1.010.88
0.811.25
0.930.64
R-squared
84.4886.29
89.9484.94
90.288.42
Standard deviation
17.7510.58
18.4610.81
14.9815.87
Sharpe ratio
0.61
0.441.38
0.670.43
Treynor ratio
10.611.86
7.1417.48
9.845.97