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    Energy Select Sector SPDR ETF (XLE)

    -NYSEArca
    81.91 Down 0.60(0.73%) Apr 17, 4:00PM EDT

    Risk as of Mar 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLECategory
    Alpha (against Standard Index)-6.07N/A
    Beta (against Standard Index)1.08N/A
    Mean Annual Return0.47N/A
    R-squared (against Standard Index)58.16N/A
    Standard Deviation15.02N/A
    Sharpe Ratio0.37N/A
    5 Years
    StatisticXLECategory
    Alpha (against Standard Index)-1.60N/A
    Beta (against Standard Index)1.18N/A
    Mean Annual Return0.82N/A
    R-squared (against Standard Index)70.58N/A
    Standard Deviation20.30N/A
    Sharpe Ratio0.48N/A
    10 Years
    StatisticXLECategory
    Alpha (against Standard Index)2.19N/A
    Beta (against Standard Index)1.03N/A
    Mean Annual Return0.84N/A
    R-squared (against Standard Index)59.94N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio6.22N/A