Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 1, 2009, 5:46PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
Financial Select Sector SPDR (XLF)At 4:00PM ET: 14.67  Up 0.01 (0.07%)  
MORE ON XLF
Quotes
Charts
News & Info
ETF
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticXLFCategory
Alpha (against Standard Index)-10.42-7.64
Beta (against Standard Index)1.641.36
Mean Annual Return-1.73-1.31
R-squared (against Standard Index)77.9770.10
Standard Deviation36.43N/A
Sharpe Ratio-0.63-0.57
5 Years
StatisticXLFCategory
Alpha (against Standard Index)-7.93N/A
Beta (against Standard Index)1.58N/A
Mean Annual Return-0.59N/A
R-squared (against Standard Index)75.66N/A
Standard Deviation28.94N/A
Sharpe Ratio-0.35N/A
10 Years
StatisticXLFCategory
Alpha (against Standard Index)-0.50-0.50
Beta (against Standard Index)1.201.20
Mean Annual ReturnN/AN/A
R-squared (against Standard Index)62.7762.77
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
ETFs by BetaETF Education