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 All Ordinaries Down0.56%

SPDR S&P 500 (SPY)

-NYSEArca

167.17 Up 0.24(0.14%) 06:00|After Hours : 167.10 Down 0.07 (0.04%) 07:32 - Nasdaq Real-Time Price


Risk as of 31/03/2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.08N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.08N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation14.97N/A
Sharpe Ratio0.86N/A
5 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.06N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.62N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation18.88N/A
Sharpe Ratio0.38N/A
10 Years
StatisticSPYCategory
Alpha (against Standard Index)-0.08N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.77N/A
R-squared (against Standard Index)100.00N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.73N/A