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Thursday, December 10, 2009, 1:43PM ET - U.S. Markets close in 2 hours and 17 minutes. Dow  0.62% Nasdaq  0.51%

Consumer Staples Select Sector SPDR (XLP)

At 1:27PM ET: 26.9099   0.1499 (0.56%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic XLP Category Alpha (against Standard Index) 5.35 4.92 Beta (against Standard Index) 0.58 0.71 Mean Annual Return 0.27 0.15 R-squared (against Standard Index) 75.34 78.90 Standard Deviation 13.21 N/A Sharpe Ratio 0.06 -0.03 5 Years Statistic XLP Category Alpha (against Standard Index) 3.96 N/A Beta (against Standard Index) 0.57 N/A Mean Annual Return 0.52 N/A R-squared (against Standard Index) 71.30 N/A Standard Deviation 10.74 N/A Sharpe Ratio 0.30 N/A 10 Years Statistic XLP Category Alpha (against Standard Index) 1.12 1.12 Beta (against Standard Index) 0.40 0.40 Mean Annual Return N/A N/A R-squared (against Standard Index) 27.79 27.79 Standard Deviation N/A N/A Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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