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    Technology Select Sector SPDR ETF (XLK)

    -NYSEArca
    42.14 Down 0.04(0.09%) Dec 24, 1:00PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLKCategory
    Alpha (against Standard Index)8.20N/A
    Beta (against Standard Index)0.77N/A
    Mean Annual Return1.61N/A
    R-squared (against Standard Index)61.46N/A
    Standard Deviation10.30N/A
    Sharpe Ratio1.86N/A
    5 Years
    StatisticXLKCategory
    Alpha (against Standard Index)6.90N/A
    Beta (against Standard Index)0.86N/A
    Mean Annual Return1.34N/A
    R-squared (against Standard Index)77.00N/A
    Standard Deviation14.27N/A
    Sharpe Ratio1.12N/A
    10 Years
    StatisticXLKCategory
    Alpha (against Standard Index)2.86N/A
    Beta (against Standard Index)0.88N/A
    Mean Annual Return0.83N/A
    R-squared (against Standard Index)75.13N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio8.39N/A