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SPDR Portfolio Aggregate Bond ETF (SPAB)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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26.73+0.11 (+0.41%)
At close: 04:00PM EDT

Risk statistics

3 yearsSPABCategory average
5 yearsSPABCategory average
10 yearsSPABCategory average
Alpha
-0.070.01
-0.07-0.04
-0.08-0.18
BETA
10.94
10.94
11.01
Mean annual return
-0.010.31
0.110.24
0.140.38
R-squared
99.9490.34
99.9592.21
99.9599.08
Standard deviation
4.82.56
4.192.6
3.553.26
Sharpe ratio
0.661.45
1.111.08
1.651.15
Treynor ratio
-0.854.05
0.083.02
0.93.77