ARCX
SPY
Oct 15, Last price
771.79USD
1D
0.28%
1Q
3.83%
Jan 2017
245.27%
Name
SPDR S&P 500
Chart & performance
Div yield, %
0.94%
Expense ratio
0.09%
AUM
812.74b
Beta (realized)
1.00
Beta (adj.)
1.00
Sharp Ratio
0.53
Sortino Ratio
0.49
Std Dev
19.07%
VaR (95%, 1D)
1.78%
CVaR (99%, 1D)
5.18%
VaR (99%, 30D)
17.97%
MDD
-34.10%
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