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Tuesday, December 1, 2009, 5:46PM ET - U.S. Markets Closed. Dow  1.23% Nasdaq  1.46%

Financial Select Sector SPDR (XLF)

At 4:00PM ET: 14.67   0.01 (0.07%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic XLF Category Alpha (against Standard Index) -10.42 -7.64 Beta (against Standard Index) 1.64 1.36 Mean Annual Return -1.73 -1.31 R-squared (against Standard Index) 77.97 70.10 Standard Deviation 36.43 N/A Sharpe Ratio -0.63 -0.57 5 Years Statistic XLF Category Alpha (against Standard Index) -7.93 N/A Beta (against Standard Index) 1.58 N/A Mean Annual Return -0.59 N/A R-squared (against Standard Index) 75.66 N/A Standard Deviation 28.94 N/A Sharpe Ratio -0.35 N/A 10 Years Statistic XLF Category Alpha (against Standard Index) -0.50 -0.50 Beta (against Standard Index) 1.20 1.20 Mean Annual Return N/A N/A R-squared (against Standard Index) 62.77 62.77 Standard Deviation N/A N/A Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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