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Summary
Historical data
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Holdings
Performance
Risk
S27.SI - SPDR S&P 500 ETF Trust
SES - SES Delayed Price. Currency in USD
Risk statistics
3 years
S27.SI
Category average
5 years
S27.SI
Category average
10 years
S27.SI
Category average
Alpha
0
-0.65
0
-0.48
0
0.15
BETA
0
0.98
0
1
0
1
Mean annual return
0
0.86
0
1.28
0
0.69
R-squared
0
94.06
0
95.34
0
96.99
Standard deviation
0
10.9
0
11.38
0
15.42
Sharpe ratio
0
0.94
0
1.34
0
0.48
Treynor ratio
0
10.38
0
15.73
0
6.54
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