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Wednesday, February 10, 2010, 7:02AM ET - U.S. Markets open in 2 hours and 28 minutes. Dow  1.52% Nasdaq  0.00%

Utilities Select Sector SPDR (XLU)

On Feb 9: 28.88   0.00 (0.00%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic XLU Category Alpha (against Standard Index) 0.53 -0.12 Beta (against Standard Index) 0.61 0.77 Mean Annual Return -0.17 -0.32 R-squared (against Standard Index) 48.22 59.15 Standard Deviation 17.59 N/A Sharpe Ratio -0.23 -0.28 5 Years Statistic XLU Category Alpha (against Standard Index) 3.27 N/A Beta (against Standard Index) 0.59 N/A Mean Annual Return 0.44 N/A R-squared (against Standard Index) 40.12 N/A Standard Deviation 15.03 N/A Sharpe Ratio 0.16 N/A 10 Years Statistic XLU Category Alpha (against Standard Index) 3.96 3.96 Beta (against Standard Index) 0.53 0.53 Mean Annual Return N/A N/A R-squared (against Standard Index) 27.05 27.05 Standard Deviation N/A N/A Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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