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SPDR S&P 500 ETF Trust (S27.SI)

SES - SES Delayed price. Currency in USD

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508.00

+3.00

(+0.59%)

At close: 04:49PM SGT

Risk statistics

3 yearsS27.SICategory average

5 yearsS27.SICategory average

10 yearsS27.SICategory average

Alpha

N/A-1.27

N/A-1.02

N/A-1.16

BETA

N/A0.96

N/A0.98

N/A0.99

Mean annual return

N/A0.65

N/A1.07

N/A0.97

R-squared

N/A93.97

N/A95.24

N/A95.13

Standard deviation

N/A17.4

N/A18.57

N/A15.48

Sharpe ratio

N/A0.27

N/A0.58

N/A0.66

Treynor ratio

N/A3.46

N/A9.77

N/A9.57