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Financial Select Sector SPDR ETF (XLF)

-NYSEArca
23.36 Up 0.11(0.47%) Aug 29, 8:00PM EDT
|After Hours : 23.36 0.00 (0.00%) Aug 29, 6:55PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLFCategory
Alpha (against Standard Index)4.91N/A
Beta (against Standard Index)1.13N/A
Mean Annual Return1.44N/A
R-squared (against Standard Index)81.21N/A
Standard Deviation17.82N/A
Sharpe Ratio0.96N/A
5 Years
StatisticXLFCategory
Alpha (against Standard Index)0.48N/A
Beta (against Standard Index)1.09N/A
Mean Annual Return1.18N/A
R-squared (against Standard Index)74.72N/A
Standard Deviation18.45N/A
Sharpe Ratio0.76N/A
10 Years
StatisticXLFCategory
Alpha (against Standard Index)-7.27N/A
Beta (against Standard Index)1.19N/A
Mean Annual Return0.24N/A
R-squared (against Standard Index)67.25N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio-1.38N/A