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Financial Select Sector SPDR ETF (XLF)

-NYSEArca
22.88 0.22(0.97%) Oct 23, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLFCategory
Alpha (against Standard Index)8.75N/A
Beta (against Standard Index)1.04N/A
Mean Annual Return2.13N/A
R-squared (against Standard Index)72.52N/A
Standard Deviation14.76N/A
Sharpe Ratio1.72N/A
5 Years
StatisticXLFCategory
Alpha (against Standard Index)0.49N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return0.99N/A
R-squared (against Standard Index)77.67N/A
Standard Deviation17.72N/A
Sharpe Ratio0.67N/A
10 Years
StatisticXLFCategory
Alpha (against Standard Index)-6.68N/A
Beta (against Standard Index)1.18N/A
Mean Annual Return0.26N/A
R-squared (against Standard Index)67.23N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio-1.25N/A