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    Financial Select Sector SPDR ETF (XLF)

    -NYSEArca
    23.65 Down 0.04(0.17%) 4:00PM EDT
    |After Hours : 23.65 0.00 (0.00%) 7:54PM EDT

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLFCategory
    Alpha (against Standard Index)1.98N/A
    Beta (against Standard Index)0.94N/A
    Mean Annual Return0.68N/A
    R-squared (against Standard Index)69.44N/A
    Standard Deviation13.40N/A
    Sharpe Ratio0.60N/A
    5 Years
    StatisticXLFCategory
    Alpha (against Standard Index)4.53N/A
    Beta (against Standard Index)1.08N/A
    Mean Annual Return0.93N/A
    R-squared (against Standard Index)77.97N/A
    Standard Deviation16.63N/A
    Sharpe Ratio0.67N/A
    10 Years
    StatisticXLFCategory
    Alpha (against Standard Index)-4.84N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return0.15N/A
    R-squared (against Standard Index)68.95N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-1.92N/A