ES3.SI - SPDR Straits Times Index ETF

SES - SES Delayed Price. Currency in SGD

Risk statistics

3 yearsES3.SICategory average
5 yearsES3.SICategory average
10 yearsES3.SICategory average
Alpha
-1.5N/A
-0.84N/A
-0.04N/A
Beta
0.88N/A
0.9N/A
0.91N/A
Mean annual return
0.56N/A
0.26N/A
0.44N/A
R-squared
97.15N/A
97.29N/A
97.14N/A
Standard deviation
12.03N/A
12.36N/A
12.61N/A
Sharpe ratio
0.48N/A
0.18N/A
0.38N/A
Treynor ratio
5.94N/A
1.71N/A
4.5N/A