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Energy Select Sector SPDR ETF (XLE)

-NYSEArca
98.19 0.02(0.02%) Aug 28, 8:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLECategory
Alpha (against Standard Index)-2.01N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return0.97N/A
R-squared (against Standard Index)78.58N/A
Standard Deviation20.01N/A
Sharpe Ratio0.58N/A
5 Years
StatisticXLECategory
Alpha (against Standard Index)2.47N/A
Beta (against Standard Index)1.13N/A
Mean Annual Return1.39N/A
R-squared (against Standard Index)73.40N/A
Standard Deviation19.33N/A
Sharpe Ratio0.86N/A
10 Years
StatisticXLECategory
Alpha (against Standard Index)6.00N/A
Beta (against Standard Index)1.03N/A
Mean Annual Return1.25N/A
R-squared (against Standard Index)58.37N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio11.34N/A