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SPDR S&P Homebuilders ETF (XHB)

-NYSEArca
35.63 Up 0.27(0.76%) Jul 22, 4:00PM EDT

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXHBCategory
Alpha (against Standard Index)-0.21N/A
Beta (against Standard Index)1.02N/A
Mean Annual Return0.54N/A
R-squared (against Standard Index)44.76N/A
Standard Deviation18.01N/A
Sharpe Ratio0.35N/A
5 Years
StatisticXHBCategory
Alpha (against Standard Index)8.08N/A
Beta (against Standard Index)1.18N/A
Mean Annual Return1.28N/A
R-squared (against Standard Index)57.03N/A
Standard Deviation21.11N/A
Sharpe Ratio0.72N/A
10 Years
StatisticXHBCategory
Alpha (against Standard Index)-0.70N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return0.44N/A
R-squared (against Standard Index)38.90N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio0.03N/A