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Financial Select Sector SPDR (XLF)

-NYSEArca

20.04 Down 0.00(0.02%) 3:59PM EDT|After Hours : 20.01 Down 0.03 (0.15%) 4:01PM EDT - Nasdaq Real Time Price


Risk as of Aug 30, 2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLFCategory
Alpha (against Standard Index)-0.25N/A
Beta (against Standard Index)1.15N/A
Mean Annual Return1.29N/A
R-squared (against Standard Index)81.14N/A
Standard Deviation19.06N/A
Sharpe Ratio0.81N/A
5 Years
StatisticXLFCategory
Alpha (against Standard Index)-3.22N/A
Beta (against Standard Index)1.33N/A
Mean Annual Return0.41N/A
R-squared (against Standard Index)78.92N/A
Standard Deviation30.62N/A
Sharpe Ratio0.16N/A
10 Years
StatisticXLFCategory
Alpha (against Standard Index)-7.34N/A
Beta (against Standard Index)1.25N/A
Mean Annual Return0.21N/A
R-squared (against Standard Index)70.07N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio-1.70N/A