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

SES - SES Delayed Price. Currency in USD
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398.65+2.86 (+0.72%)
At close: 04:43PM SGT

Risk statistics

3 yearsS27.SICategory average
5 yearsS27.SICategory average
10 yearsS27.SICategory average
Alpha
-0.04-0.65
-0.05-0.48
-0.070.15
Beta
10.98
11
11
Mean annual return
1.220.86
1.181.28
1.140.69
R-squared
10094.06
10095.34
10096.99
Standard deviation
18.6110.9
16.3611.38
13.5615.42
Sharpe ratio
0.370.94
0.891.34
1.470.48
Treynor ratio
13.1710.38
12.515.73
12.966.54