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SPDR Portfolio S&P 600 Small Cap ETF (SPSM)

NYSEArca - NYSEArca Delayed price. Currency in USD
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42.67+0.47 (+1.11%)
At close: 04:00PM EDT
42.67 0.00 (0.00%)
After hours: 05:29PM EDT

Risk statistics

3 yearsSPSMCategory average
5 yearsSPSMCategory average
10 yearsSPSMCategory average
Alpha
-7.68-7.09
-6.05-5.87
-4.83-5.28
BETA
1.021
1.131.12
1.151.12
Mean annual return
0.150.19
0.810.81
0.810.75
R-squared
73.1674.82
76.5977.85
74.1874.56
Standard deviation
21.0620.44
23.8923.47
20.2619.83
Sharpe ratio
-0.06-0.04
0.310.32
0.410.38
Treynor ratio
-3.4-2.88
4.284.44
5.625.14