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 Dow Down0.02% Nasdaq Down0.04%

Energy Select Sector SPDR ETF (XLE)

-NYSEArca
100.58 Jul 24, 4:00PM EDT
|Pre-Market : 100.44 Down 0.14 (0.14%) 8:45AM EDT - Nasdaq Real Time Price

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLECategory
Alpha (against Standard Index)0.05N/A
Beta (against Standard Index)1.22N/A
Mean Annual Return1.10N/A
R-squared (against Standard Index)77.44N/A
Standard Deviation19.84N/A
Sharpe Ratio0.66N/A
5 Years
StatisticXLECategory
Alpha (against Standard Index)2.53N/A
Beta (against Standard Index)1.09N/A
Mean Annual Return1.53N/A
R-squared (against Standard Index)72.38N/A
Standard Deviation19.28N/A
Sharpe Ratio0.95N/A
10 Years
StatisticXLECategory
Alpha (against Standard Index)6.95N/A
Beta (against Standard Index)1.02N/A
Mean Annual Return1.31N/A
R-squared (against Standard Index)57.67N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio12.19N/A