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Financial Select Sector SPDR ETF (XLF)

-NYSEArca
24.21 Up 0.12(0.50%) Nov 21, 4:00PM EST
|After Hours : 24.20 Down 0.01 (0.04%) Nov 21, 6:57PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLFCategory
Alpha (against Standard Index)9.34N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return1.81N/A
R-squared (against Standard Index)65.13N/A
Standard Deviation12.90N/A
Sharpe Ratio1.68N/A
5 Years
StatisticXLFCategory
Alpha (against Standard Index)1.92N/A
Beta (against Standard Index)1.06N/A
Mean Annual Return1.14N/A
R-squared (against Standard Index)78.02N/A
Standard Deviation17.45N/A
Sharpe Ratio0.78N/A
10 Years
StatisticXLFCategory
Alpha (against Standard Index)-6.24N/A
Beta (against Standard Index)1.19N/A
Mean Annual Return0.28N/A
R-squared (against Standard Index)67.22N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio-1.03N/A