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Thursday, November 26, 2009, 8:33PM ET - U.S. Markets Closed for Thanksgiving Day. Dow  0.29% Nasdaq  0.32%

Industrial Select Sector SPDR (XLI)

On Nov 25: 27.96   0.23 (0.83%)

MORE ON XLI

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Risk  As of 31-Oct-09 Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic XLI Category Alpha (against Standard Index) 2.31 4.78 Beta (against Standard Index) 1.21 1.22 Mean Annual Return -0.39 -0.19 R-squared (against Standard Index) 90.71 83.76 Standard Deviation 24.90 N/A Sharpe Ratio -0.28 -0.18 5 Years Statistic XLI Category Alpha (against Standard Index) 0.26 N/A Beta (against Standard Index) 1.19 N/A Mean Annual Return 0.14 N/A R-squared (against Standard Index) 86.96 N/A Standard Deviation 20.38 N/A Sharpe Ratio -0.07 N/A 10 Years Statistic XLI Category Alpha (against Standard Index) 2.60 2.60 Beta (against Standard Index) 1.11 1.11 Mean Annual Return N/A N/A R-squared (against Standard Index) 80.73 80.73 Standard Deviation N/A N/A Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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