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    Consumer Staples Select Sector SPDR ETF (XLP)

    -NYSEArca
    47.64 Down 0.10(0.21%) Aug 28, 4:00PM EDT
    |After Hours : 47.64 0.00 (0.00%) Aug 28, 4:57PM EDT

    Risk as of Jul 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXLPCategory
    Alpha (against Standard Index)5.03N/A
    Beta (against Standard Index)0.78N/A
    Mean Annual Return1.23N/A
    R-squared (against Standard Index)43.28N/A
    Standard Deviation10.32N/A
    Sharpe Ratio1.43N/A
    5 Years
    StatisticXLPCategory
    Alpha (against Standard Index)10.69N/A
    Beta (against Standard Index)0.47N/A
    Mean Annual Return1.32N/A
    R-squared (against Standard Index)39.34N/A
    Standard Deviation9.91N/A
    Sharpe Ratio1.59N/A
    10 Years
    StatisticXLPCategory
    Alpha (against Standard Index)6.59N/A
    Beta (against Standard Index)0.48N/A
    Mean Annual Return0.90N/A
    R-squared (against Standard Index)54.65N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio19.59N/A