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    Financial Select Sector SPDR ETF (XLF)

    -NYSEArca
    23.01 Down 0.38(1.62%) Jan 30, 4:00PM EST
    |After Hours : 23.01 0.00 (0.00%) Jan 30, 6:08PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLFCategory
    Alpha (against Standard Index)11.52N/A
    Beta (against Standard Index)0.91N/A
    Mean Annual Return2.01N/A
    R-squared (against Standard Index)61.98N/A
    Standard Deviation12.29N/A
    Sharpe Ratio1.95N/A
    5 Years
    StatisticXLFCategory
    Alpha (against Standard Index)3.56N/A
    Beta (against Standard Index)1.05N/A
    Mean Annual Return1.16N/A
    R-squared (against Standard Index)77.95N/A
    Standard Deviation17.36N/A
    Sharpe Ratio0.80N/A
    10 Years
    StatisticXLFCategory
    Alpha (against Standard Index)-5.42N/A
    Beta (against Standard Index)1.19N/A
    Mean Annual Return0.25N/A
    R-squared (against Standard Index)66.91N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-1.25N/A