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    Financial Select Sector SPDR ETF (XLF)

    -NYSEArca
    24.68 Up 0.02(0.08%) Dec 19, 4:00PM EST
    |After Hours : 24.67 Down 0.01 (0.04%) Dec 19, 6:59PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLFCategory
    Alpha (against Standard Index)10.68N/A
    Beta (against Standard Index)0.93N/A
    Mean Annual Return2.01N/A
    R-squared (against Standard Index)63.34N/A
    Standard Deviation12.29N/A
    Sharpe Ratio1.95N/A
    5 Years
    StatisticXLFCategory
    Alpha (against Standard Index)2.00N/A
    Beta (against Standard Index)1.06N/A
    Mean Annual Return1.10N/A
    R-squared (against Standard Index)77.87N/A
    Standard Deviation17.40N/A
    Sharpe Ratio0.76N/A
    10 Years
    StatisticXLFCategory
    Alpha (against Standard Index)-5.89N/A
    Beta (against Standard Index)1.19N/A
    Mean Annual Return0.27N/A
    R-squared (against Standard Index)67.35N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-1.06N/A