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    Financial Select Sector SPDR ETF (XLF)

    -NYSEArca
    24.85 Up 0.27(1.10%) May 27, 4:00PM EDT
    |After Hours : 24.84 Down 0.01 (0.04%) May 27, 5:38PM EDT

    Risk as of Apr 29, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLFCategory
    Alpha (against Standard Index)6.47N/A
    Beta (against Standard Index)0.91N/A
    Mean Annual Return1.46N/A
    R-squared (against Standard Index)61.22N/A
    Standard Deviation12.27N/A
    Sharpe Ratio1.42N/A
    5 Years
    StatisticXLFCategory
    Alpha (against Standard Index)0.34N/A
    Beta (against Standard Index)1.06N/A
    Mean Annual Return0.93N/A
    R-squared (against Standard Index)76.74N/A
    Standard Deviation17.45N/A
    Sharpe Ratio0.64N/A
    10 Years
    StatisticXLFCategory
    Alpha (against Standard Index)-5.99N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return0.29N/A
    R-squared (against Standard Index)67.20N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-0.78N/A