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SPDR S&P Kensho New Economies Composite ETF (KOMP)

NYSEArca - NYSEArca Delayed price. Currency in USD
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46.36-0.35 (-0.75%)
At close: 04:00PM EDT

Risk statistics

3 yearsKOMPCategory average
5 yearsKOMPCategory average
10 yearsKOMPCategory average
Alpha
-19.57-10.4
-5.93-4.67
0-2.84
BETA
1.241.12
1.231.1
01.09
Mean annual return
-0.73-0.03
0.910.89
00.92
R-squared
75.4479.62
72.2879.46
079.45
Standard deviation
25.222.44
26.6823.01
018.8
Sharpe ratio
-0.47-0.14
0.330.37
00.51
Treynor ratio
-11.58-4.95
4.55.64
07.58