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Consumer Staples Select Sector SPDR ETF (XLP)

-NYSEArca
45.13 Up 0.03(0.07%) Aug 29, 8:00PM EDT
|After Hours : 45.11 Down 0.02 (0.04%) Aug 29, 4:28PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLPCategory
Alpha (against Standard Index)10.06N/A
Beta (against Standard Index)0.41N/A
Mean Annual Return1.21N/A
R-squared (against Standard Index)34.49N/A
Standard Deviation9.89N/A
Sharpe Ratio1.46N/A
5 Years
StatisticXLPCategory
Alpha (against Standard Index)8.60N/A
Beta (against Standard Index)0.48N/A
Mean Annual Return1.22N/A
R-squared (against Standard Index)49.63N/A
Standard Deviation9.97N/A
Sharpe Ratio1.46N/A
10 Years
StatisticXLPCategory
Alpha (against Standard Index)4.84N/A
Beta (against Standard Index)0.47N/A
Mean Annual Return0.82N/A
R-squared (against Standard Index)55.40N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio17.22N/A