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Energy Select Sector SPDR (XLE)
At
2:07PM ET
:
59.645
0.355
(0.59%)
MORE ON XLE
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
XLE
Category
Alpha (against Standard Index)
6.29
7.02
Beta (against Standard Index)
0.91
1.19
Mean Annual Return
0.24
0.16
R-squared (against Standard Index)
48.39
53.99
Standard Deviation
26.11
N/A
Sharpe Ratio
0.02
0
5 Years
Statistic
XLE
Category
Alpha (against Standard Index)
10.76
N/A
Beta (against Standard Index)
0.94
N/A
Mean Annual Return
1.07
N/A
R-squared (against Standard Index)
36.93
N/A
Standard Deviation
24.83
N/A
Sharpe Ratio
0.40
N/A
10 Years
Statistic
XLE
Category
Alpha (against Standard Index)
10.32
10.32
Beta (against Standard Index)
0.79
0.79
Mean Annual Return
N/A
N/A
R-squared (against Standard Index)
33.62
33.62
Standard Deviation
N/A
N/A
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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