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    Financial Select Sector SPDR ETF (XLF)

    -NYSEArca
    25.21 Down 0.08(0.32%) Jul 31, 4:00PM EDT
    |After Hours : 25.26 Up 0.05 (0.20%) Jul 31, 6:33PM EDT

    Risk as of Jun 29, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLFCategory
    Alpha (against Standard Index)9.08N/A
    Beta (against Standard Index)0.81N/A
    Mean Annual Return1.62N/A
    R-squared (against Standard Index)46.57N/A
    Standard Deviation10.42N/A
    Sharpe Ratio1.86N/A
    5 Years
    StatisticXLFCategory
    Alpha (against Standard Index)1.66N/A
    Beta (against Standard Index)1.05N/A
    Mean Annual Return1.21N/A
    R-squared (against Standard Index)74.13N/A
    Standard Deviation16.55N/A
    Sharpe Ratio0.87N/A
    10 Years
    StatisticXLFCategory
    Alpha (against Standard Index)-5.60N/A
    Beta (against Standard Index)1.19N/A
    Mean Annual Return0.27N/A
    R-squared (against Standard Index)66.95N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-0.96N/A