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    Financial Select Sector SPDR ETF (XLF)

    -NYSEArca
    20.49 Up 0.83(4.22%) Feb 12, 4:00PM EST
    |After Hours : 20.48 Down 0.01 (0.05%) Feb 12, 7:55PM EST

    Risk as of Jan 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLFCategory
    Alpha (against Standard Index)6.00N/A
    Beta (against Standard Index)0.91N/A
    Mean Annual Return0.84N/A
    R-squared (against Standard Index)63.47N/A
    Standard Deviation12.97N/A
    Sharpe Ratio0.77N/A
    5 Years
    StatisticXLFCategory
    Alpha (against Standard Index)3.12N/A
    Beta (against Standard Index)1.07N/A
    Mean Annual Return0.73N/A
    R-squared (against Standard Index)76.35N/A
    Standard Deviation16.42N/A
    Sharpe Ratio0.53N/A
    10 Years
    StatisticXLFCategory
    Alpha (against Standard Index)-4.44N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return0.11N/A
    R-squared (against Standard Index)68.76N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-2.41N/A