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Consumer Staples Select Sector SPDR ETF (XLP)

-NYSEArca
45.11 0.02(0.04%) Sep 30, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLPCategory
Alpha (against Standard Index)9.63N/A
Beta (against Standard Index)0.45N/A
Mean Annual Return1.34N/A
R-squared (against Standard Index)36.13N/A
Standard Deviation10.07N/A
Sharpe Ratio1.59N/A
5 Years
StatisticXLPCategory
Alpha (against Standard Index)9.34N/A
Beta (against Standard Index)0.49N/A
Mean Annual Return1.28N/A
R-squared (against Standard Index)49.48N/A
Standard Deviation10.09N/A
Sharpe Ratio1.51N/A
10 Years
StatisticXLPCategory
Alpha (against Standard Index)5.04N/A
Beta (against Standard Index)0.47N/A
Mean Annual Return0.84N/A
R-squared (against Standard Index)55.16N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio17.81N/A