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    Consumer Staples Select Sector SPDR ETF (XLP)

    48.90 Up 0.39(0.80%) 4:00PM EST
    |After Hours : 48.92 Up 0.02 (0.04%) 4:18PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)9.42N/A
    Beta (against Standard Index)0.52N/A
    Mean Annual Return1.39N/A
    R-squared (against Standard Index)31.60N/A
    Standard Deviation9.89N/A
    Sharpe Ratio1.68N/A
    5 Years
    Alpha (against Standard Index)10.64N/A
    Beta (against Standard Index)0.49N/A
    Mean Annual Return1.29N/A
    R-squared (against Standard Index)47.90N/A
    Standard Deviation10.25N/A
    Sharpe Ratio1.50N/A
    10 Years
    Alpha (against Standard Index)6.29N/A
    Beta (against Standard Index)0.47N/A
    Mean Annual Return0.88N/A
    R-squared (against Standard Index)54.95N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio18.90N/A