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SPDR S&P Homebuilders ETF (XHB)

-PCX
29.16 Down 0.43(1.45%) 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXHBCategory
Alpha (against Standard Index)10.41N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return2.33N/A
R-squared (against Standard Index)57.94N/A
Standard Deviation21.90N/A
Sharpe Ratio1.27N/A
5 Years
StatisticXHBCategory
Alpha (against Standard Index)3.40N/A
Beta (against Standard Index)1.20N/A
Mean Annual Return1.51N/A
R-squared (against Standard Index)54.56N/A
Standard Deviation23.72N/A
Sharpe Ratio0.76N/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