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    Materials Select Sector SPDR ETF (XLB)

    -NYSEArca
    48.73 Down 0.28(0.57%) Aug 26, 4:00PM EDT
    |After Hours : 48.88 Up 0.15 (0.31%) Aug 26, 7:49PM EDT

    Risk as of Jul 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLBCategory
    Alpha (against Standard Index)1.70N/A
    Beta (against Standard Index)1.25N/A
    Mean Annual Return0.81N/A
    R-squared (against Standard Index)73.47N/A
    Standard Deviation17.18N/A
    Sharpe Ratio0.56N/A
    5 Years
    StatisticXLBCategory
    Alpha (against Standard Index)-0.17N/A
    Beta (against Standard Index)1.24N/A
    Mean Annual Return0.75N/A
    R-squared (against Standard Index)78.32N/A
    Standard Deviation19.13N/A
    Sharpe Ratio0.46N/A
    10 Years
    StatisticXLBCategory
    Alpha (against Standard Index)2.47N/A
    Beta (against Standard Index)1.16N/A
    Mean Annual Return0.77N/A
    R-squared (against Standard Index)82.44N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio5.39N/A