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SPDR S&P Homebuilders ETF (XHB)

-NYSEArca
31.85 Up 0.11(0.35%) Aug 22, 8:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXHBCategory
Alpha (against Standard Index)8.72N/A
Beta (against Standard Index)1.27N/A
Mean Annual Return1.88N/A
R-squared (against Standard Index)61.96N/A
Standard Deviation22.92N/A
Sharpe Ratio0.98N/A
5 Years
StatisticXHBCategory
Alpha (against Standard Index)3.45N/A
Beta (against Standard Index)1.20N/A
Mean Annual Return1.54N/A
R-squared (against Standard Index)54.88N/A
Standard Deviation23.81N/A
Sharpe Ratio0.78N/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