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    Consumer Staples Select Sector SPDR ETF (XLP)

    49.81 Up 0.07(0.14%) Feb 26, 4:00PM EST
    |After Hours : 49.81 0.00 (0.00%) Feb 26, 4:04PM EST

    Risk as of Jan 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)9.81N/A
    Beta (against Standard Index)0.61N/A
    Mean Annual Return1.40N/A
    R-squared (against Standard Index)41.46N/A
    Standard Deviation9.86N/A
    Sharpe Ratio1.70N/A
    5 Years
    Alpha (against Standard Index)10.27N/A
    Beta (against Standard Index)0.49N/A
    Mean Annual Return1.29N/A
    R-squared (against Standard Index)47.78N/A
    Standard Deviation10.26N/A
    Sharpe Ratio1.50N/A
    10 Years
    Alpha (against Standard Index)6.06N/A
    Beta (against Standard Index)0.48N/A
    Mean Annual Return0.86N/A
    R-squared (against Standard Index)55.19N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio18.38N/A