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SPDR S&P Homebuilders ETF (XHB)

-NYSEArca
30.76 Up 0.07(0.23%) Oct 24, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXHBCategory
Alpha (against Standard Index)9.43N/A
Beta (against Standard Index)1.26N/A
Mean Annual Return2.48N/A
R-squared (against Standard Index)53.28N/A
Standard Deviation20.92N/A
Sharpe Ratio1.42N/A
5 Years
StatisticXHBCategory
Alpha (against Standard Index)4.23N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return1.46N/A
R-squared (against Standard Index)57.78N/A
Standard Deviation23.88N/A
Sharpe Ratio0.73N/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