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SPDR S&P Oil & Gas Explor & Prodtn ETF (XOP)

-NYSEArca
33.22 Down 0.70(2.06%) Jul 27, 4:00PM EDT

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXOPCategory
Alpha (against Standard Index)-21.91N/A
Beta (against Standard Index)1.82N/A
Mean Annual Return-0.84N/A
R-squared (against Standard Index)38.87N/A
Standard Deviation34.42N/A
Sharpe Ratio-0.30N/A
5 Years
StatisticXOPCategory
Alpha (against Standard Index)-14.61N/A
Beta (against Standard Index)1.75N/A
Mean Annual Return-0.33N/A
R-squared (against Standard Index)51.52N/A
Standard Deviation32.95N/A
Sharpe Ratio-0.12N/A
10 Years
StatisticXOPCategory
Alpha (against Standard Index)-2.21N/A
Beta (against Standard Index)1.28N/A
Mean Annual Return0.40N/A
R-squared (against Standard Index)47.34N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio-0.99N/A