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    The Select Sector SPDR Trust - The Energy Select Sector SPDR Fund (XLE)

    74.53 Up 0.33(0.44%) Jul 2, 5:05PM EDT

    Risk as of May 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-7.10N/A
    Beta (against Standard Index)1.13N/A
    Mean Annual Return0.83N/A
    R-squared (against Standard Index)48.01N/A
    Standard Deviation14.34N/A
    Sharpe Ratio0.69N/A
    5 Years
    Alpha (against Standard Index)-2.80N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return0.97N/A
    R-squared (against Standard Index)68.13N/A
    Standard Deviation19.82N/A
    Sharpe Ratio0.58N/A
    10 Years
    Alpha (against Standard Index)2.30N/A
    Beta (against Standard Index)1.03N/A
    Mean Annual Return0.87N/A
    R-squared (against Standard Index)59.56N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio6.70N/A