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SPDR Portfolio Mortgage Backed Bond ETF (SPMB)

NYSEArca - NYSEArca Delayed price. Currency in USD
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21.25-0.12 (-0.56%)
At close: 04:00PM EDT

Risk statistics

3 yearsSPMBCategory average
5 yearsSPMBCategory average
10 yearsSPMBCategory average
Alpha
-0.03-1
-1-0.98
-0.66-0.83
BETA
1.080.9
0.970.86
0.930.85
Mean annual return
-0.32-0.31
-0.08-0.05
0.060.04
R-squared
97.1695.31
89.9488.2
88.7987.39
Standard deviation
8.036.72
6.375.66
4.764.39
Sharpe ratio
-0.88-1.03
-0.48-0.5
-0.18-0.23
Treynor ratio
-6.7-7.88
-3.4-3.53
-1.04-1.33