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ALL ORDS
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ASX 200
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SPDR Portfolio Short Term Treasury ETF (SPTS)
NYSEArca - NYSEArca Delayed price. Currency in USD
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28.75
-0.01
(-0.03%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
SPTS
Category average
5 years
SPTS
Category average
10 years
SPTS
Category average
Alpha
-1.68
-1.66
-0.67
-0.82
-0.44
-0.62
BETA
0.24
0.31
0.24
0.32
0.27
0.32
Mean annual return
-0.01
-0.05
0.08
0.06
0.09
0.07
R-squared
71.68
77.16
61.79
69.39
63.86
67.6
Standard deviation
2.22
2.71
1.94
2.36
1.64
1.91
Sharpe ratio
-1.56
-1.48
-0.62
-0.66
-0.3
-0.4
Treynor ratio
-13.63
-12.96
-5.09
-5.29
-1.89
-2.52
Data disclaimer
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