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Consumer Staples Select Sector SPDR ETF (XLP)

-NYSEArca
48.45 Up 0.20(0.41%) Nov 21, 4:00PM EST
|After Hours : 48.50 Up 0.05 (0.10%) Nov 21, 7:59PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLPCategory
Alpha (against Standard Index)10.97N/A
Beta (against Standard Index)0.46N/A
Mean Annual Return1.41N/A
R-squared (against Standard Index)26.97N/A
Standard Deviation9.57N/A
Sharpe Ratio1.76N/A
5 Years
StatisticXLPCategory
Alpha (against Standard Index)9.83N/A
Beta (against Standard Index)0.48N/A
Mean Annual Return1.27N/A
R-squared (against Standard Index)48.45N/A
Standard Deviation10.11N/A
Sharpe Ratio1.50N/A
10 Years
StatisticXLPCategory
Alpha (against Standard Index)6.00N/A
Beta (against Standard Index)0.47N/A
Mean Annual Return0.89N/A
R-squared (against Standard Index)55.75N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio19.28N/A