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    Financial Select Sector SPDR ETF (XLF)

    -NYSEArca
    22.99 Down 0.23(0.99%) 11:24AM EDT - Nasdaq Real Time Price

    Risk as of Mar 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLFCategory
    Alpha (against Standard Index)4.24N/A
    Beta (against Standard Index)0.92N/A
    Mean Annual Return0.82N/A
    R-squared (against Standard Index)65.92N/A
    Standard Deviation13.58N/A
    Sharpe Ratio0.72N/A
    5 Years
    StatisticXLFCategory
    Alpha (against Standard Index)3.12N/A
    Beta (against Standard Index)1.07N/A
    Mean Annual Return0.80N/A
    R-squared (against Standard Index)77.12N/A
    Standard Deviation16.67N/A
    Sharpe Ratio0.57N/A
    10 Years
    StatisticXLFCategory
    Alpha (against Standard Index)-4.82N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return0.13N/A
    R-squared (against Standard Index)69.17N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-2.20N/A