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Energy Select Sector SPDR ETF (XLE)

-NYSEArca
94.35 Down 0.49(0.52%) 4:00PM EDT
|After Hours : 94.35 0.00 (0.00%) 5:08PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLECategory
Alpha (against Standard Index)-1.57N/A
Beta (against Standard Index)1.23N/A
Mean Annual Return1.31N/A
R-squared (against Standard Index)76.04N/A
Standard Deviation18.88N/A
Sharpe Ratio0.83N/A
5 Years
StatisticXLECategory
Alpha (against Standard Index)2.94N/A
Beta (against Standard Index)1.14N/A
Mean Annual Return1.41N/A
R-squared (against Standard Index)73.98N/A
Standard Deviation19.34N/A
Sharpe Ratio0.87N/A
10 Years
StatisticXLECategory
Alpha (against Standard Index)6.22N/A
Beta (against Standard Index)1.03N/A
Mean Annual Return1.29N/A
R-squared (against Standard Index)58.45N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio11.78N/A