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SPDR S&P Homebuilders ETF (XHB)

-NYSEArca
33.33 Down 0.17(0.51%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXHBCategory
Alpha (against Standard Index)10.88N/A
Beta (against Standard Index)1.04N/A
Mean Annual Return2.02N/A
R-squared (against Standard Index)40.75N/A
Standard Deviation17.65N/A
Sharpe Ratio1.37N/A
5 Years
StatisticXHBCategory
Alpha (against Standard Index)6.46N/A
Beta (against Standard Index)1.22N/A
Mean Annual Return1.67N/A
R-squared (against Standard Index)57.55N/A
Standard Deviation23.56N/A
Sharpe Ratio0.85N/A
10 Years
StatisticXHBCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A