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    Energy Select Sector SPDR ETF (XLE)

    -NYSEArca
    76.66 Down 0.55(0.71%) Jan 23, 4:00PM EST
    |After Hours : 76.57 Down 0.09 (0.12%) Jan 23, 6:52PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLECategory
    Alpha (against Standard Index)-6.96N/A
    Beta (against Standard Index)1.05N/A
    Mean Annual Return0.63N/A
    R-squared (against Standard Index)55.15N/A
    Standard Deviation15.07N/A
    Sharpe Ratio0.50N/A
    5 Years
    StatisticXLECategory
    Alpha (against Standard Index)-0.99N/A
    Beta (against Standard Index)1.16N/A
    Mean Annual Return0.87N/A
    R-squared (against Standard Index)69.72N/A
    Standard Deviation20.22N/A
    Sharpe Ratio0.51N/A
    10 Years
    StatisticXLECategory
    Alpha (against Standard Index)4.46N/A
    Beta (against Standard Index)1.04N/A
    Mean Annual Return1.00N/A
    R-squared (against Standard Index)57.94N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio8.06N/A