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    Energy Select Sector SPDR ETF (XLE)

    -NYSEArca
    67.38 Up 0.68(1.02%) 4:00PM EDT
    |After Hours : 67.31 Down 0.07 (0.10%) 7:28PM EDT

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLECategory
    Alpha (against Standard Index)-7.94N/A
    Beta (against Standard Index)1.15N/A
    Mean Annual Return-0.03N/A
    R-squared (against Standard Index)51.74N/A
    Standard Deviation18.94N/A
    Sharpe Ratio-0.03N/A
    5 Years
    StatisticXLECategory
    Alpha (against Standard Index)-5.24N/A
    Beta (against Standard Index)1.22N/A
    Mean Annual Return0.19N/A
    R-squared (against Standard Index)65.23N/A
    Standard Deviation20.45N/A
    Sharpe Ratio0.11N/A
    10 Years
    StatisticXLECategory
    Alpha (against Standard Index)0.48N/A
    Beta (against Standard Index)1.01N/A
    Mean Annual Return0.52N/A
    R-squared (against Standard Index)60.84N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio2.79N/A