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
-2.56N/A
-1.61N/A
-0.44N/A
Beta
0.9N/A
0.91N/A
0.91N/A
Mean annual return
-0.29N/A
-0.12N/A
0.25N/A
R-squared
98.67N/A
98.3N/A
97.78N/A
Standard deviation
16.04N/A
15.06N/A
13.5N/A
Sharpe ratio
-0.29N/A
-0.16N/A
0.18N/A
Treynor ratio
-6.49N/A
-3.88N/A
1.65N/A