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Thursday, December 24, 2009, 6:43PM ET - U.S. Markets closed early today. Dow  0.51% Nasdaq  0.71%

Utilities Select Sector SPDR (XLU)

At 1:00PM ET: 31.48   0.23 (0.74%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic XLU Category Alpha (against Standard Index) -0.55 -0.55 Beta (against Standard Index) 0.59 0.67 Mean Annual Return -0.16 -0.21 R-squared (against Standard Index) 47.83 57.60 Standard Deviation 17.06 N/A Sharpe Ratio -0.25 -0.27 5 Years Statistic XLU Category Alpha (against Standard Index) 3.71 N/A Beta (against Standard Index) 0.57 N/A Mean Annual Return 0.51 N/A R-squared (against Standard Index) 39.06 N/A Standard Deviation 14.70 N/A Sharpe Ratio 0.22 N/A 10 Years Statistic XLU Category Alpha (against Standard Index) 3.38 3.38 Beta (against Standard Index) 0.51 0.51 Mean Annual Return N/A N/A R-squared (against Standard Index) 25.88 25.88 Standard Deviation N/A N/A Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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