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Materials Select Sector SPDR (XLB)

On Dec 16: 32.92   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic XLB Category Alpha (against Standard Index) 9.18 14.45 Beta (against Standard Index) 1.25 1.42 Mean Annual Return 0.31 0.66 R-squared (against Standard Index) 84.87 74.24 Standard Deviation 26.94 N/A Sharpe Ratio 0.05 0.15 5 Years Statistic XLB Category Alpha (against Standard Index) 5.12 N/A Beta (against Standard Index) 1.25 N/A Mean Annual Return 0.58 N/A R-squared (against Standard Index) 79.85 N/A Standard Deviation 22.51 N/A Sharpe Ratio 0.18 N/A 10 Years Statistic XLB Category Alpha (against Standard Index) 7.55 7.55 Beta (against Standard Index) 1.12 1.12 Mean Annual Return N/A N/A R-squared (against Standard Index) 64.89 64.89 Standard Deviation N/A N/A Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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