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    Consumer Staples Select Sector SPDR ETF (XLP)

    -NYSEArca
    54.46 Up 0.27(0.50%) Feb 17, 3:59PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLPCategory
    Alpha (against Standard Index)8.47N/A
    Beta (against Standard Index)0.50N/A
    Mean Annual Return0.96N/A
    R-squared (against Standard Index)30.46N/A
    Standard Deviation10.04N/A
    Sharpe Ratio1.13N/A
    5 Years
    StatisticXLPCategory
    Alpha (against Standard Index)8.20N/A
    Beta (against Standard Index)0.54N/A
    Mean Annual Return1.09N/A
    R-squared (against Standard Index)35.85N/A
    Standard Deviation10.10N/A
    Sharpe Ratio1.29N/A
    10 Years
    StatisticXLPCategory
    Alpha (against Standard Index)7.27N/A
    Beta (against Standard Index)0.49N/A
    Mean Annual Return0.84N/A
    R-squared (against Standard Index)53.85N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio18.91N/A