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SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV)

NYSEArca - Nasdaq Real-time price. Currency in USD
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113.03+0.32 (+0.28%)
At close: 01:54PM EDT

Risk statistics

3 yearsSMLVCategory average
5 yearsSMLVCategory average
10 yearsSMLVCategory average
Alpha
-6.44-7.09
-6.43-5.87
-3.41-5.28
BETA
0.81
0.981.12
0.961.12
Mean annual return
0.130.19
0.620.81
0.750.75
R-squared
64.774.82
69.2977.85
64.774.56
Standard deviation
17.3920.44
21.6223.47
18.1219.83
Sharpe ratio
-0.08-0.04
0.240.32
0.410.38
Treynor ratio
-3.73-2.88
3.054.44
6.375.14