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
-1.28N/A
-0.88N/A
-0.11N/A
Beta
0.89N/A
0.9N/A
0.91N/A
Mean annual return
0.65N/A
0.27N/A
0.4N/A
R-squared
97.47N/A
97.33N/A
97.12N/A
Standard deviation
11.98N/A
12.43N/A
12.48N/A
Sharpe ratio
0.56N/A
0.19N/A
0.34N/A
Treynor ratio
6.94N/A
1.8N/A
3.9N/A