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Straits Times Index
3,303.19
+10.26
(+0.31%)
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SPDR Portfolio Aggregate Bond ETF (SPAB)
NYSEArca - Nasdaq Real-time price. Currency in USD
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24.86
+0.04
(+0.14%)
As of 01:55PM EDT. Market open.
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
SPAB
Category average
5 years
SPAB
Category average
10 years
SPAB
Category average
Alpha
-0.04
-0.2
-0.06
-0.04
-0.06
-0.11
BETA
1
0.97
1
0.98
1
0.97
Mean annual return
-0.28
-0.28
0
0
0.1
0.1
R-squared
99.95
97.4
99.94
94.03
99.95
93.32
Standard deviation
7.34
7.24
6.25
6.29
4.86
4.86
Sharpe ratio
-0.89
-0.9
-0.35
-0.34
-0.06
-0.07
Treynor ratio
-6.7
-6.93
-2.42
-2.44
-0.39
-0.46
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