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SPDR S&P 500 ETF Trust (SPY)

NYSEArca - Nasdaq Real-time price. Currency in USD
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405.68+0.93 (+0.23%)
At close: 04:00PM EST
405.40 -0.28 (-0.07%)
After hours: 07:59PM EST

Risk statistics

3 yearsSPYCategory average
5 yearsSPYCategory average
10 yearsSPYCategory average
Alpha
-0.03-0.65
-0.05-0.48
-0.070.15
BETA
10.98
11
11
Mean annual return
0.80.86
0.891.28
1.070.69
R-squared
10094.06
10095.34
10096.99
Standard deviation
21.1110.9
18.6411.38
14.7415.42
Sharpe ratio
-0.560.94
-0.21.34
0.860.48
Treynor ratio
6.7810.38
8.0315.73
11.686.54