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Financial Select Sector SPDR ETF (XLF)

-NYSEArca
23.51 Down 0.14(0.57%) 2:49PM EDT - Nasdaq Real Time Price

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLFCategory
Alpha (against Standard Index)6.29N/A
Beta (against Standard Index)1.10N/A
Mean Annual Return1.82N/A
R-squared (against Standard Index)78.69N/A
Standard Deviation16.65N/A
Sharpe Ratio1.31N/A
5 Years
StatisticXLFCategory
Alpha (against Standard Index)-0.72N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return1.03N/A
R-squared (against Standard Index)77.74N/A
Standard Deviation17.72N/A
Sharpe Ratio0.69N/A
10 Years
StatisticXLFCategory
Alpha (against Standard Index)-7.38N/A
Beta (against Standard Index)1.19N/A
Mean Annual Return0.25N/A
R-squared (against Standard Index)67.39N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio-1.30N/A