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SPDR S&P 500 ETF Trust (S27.SI)

SES - SES Delayed price. Currency in USD
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544.40-0.34 (-0.06%)
At close: 04:56PM SGT

Risk statistics

3 yearsS27.SICategory average
5 yearsS27.SICategory average
10 yearsS27.SICategory average
Alpha
N/A-1.52
N/A-1.12
N/A-1.2
BETA
N/A0.95
N/A0.98
N/A0.99
Mean annual return
N/A0.74
N/A1.25
N/A0.99
R-squared
N/A93.99
N/A95.11
N/A95.1
Standard deviation
N/A17.52
N/A18.32
N/A15.51
Sharpe ratio
N/A0.32
N/A0.7
N/A0.67
Treynor ratio
N/A4.49
N/A12.18
N/A9.75