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Thursday, December 24, 2009, 6:43PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Utilities Select Sector SPDR (XLU)At 1:00PM ET: 31.48  Up 0.23 (0.74%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticXLUCategory
Alpha (against Standard Index)-0.55-0.55
Beta (against Standard Index)0.590.67
Mean Annual Return-0.16-0.21
R-squared (against Standard Index)47.8357.60
Standard Deviation17.06N/A
Sharpe Ratio-0.25-0.27
5 Years
StatisticXLUCategory
Alpha (against Standard Index)3.71N/A
Beta (against Standard Index)0.57N/A
Mean Annual Return0.51N/A
R-squared (against Standard Index)39.06N/A
Standard Deviation14.70N/A
Sharpe Ratio0.22N/A
10 Years
StatisticXLUCategory
Alpha (against Standard Index)3.383.38
Beta (against Standard Index)0.510.51
Mean Annual ReturnN/AN/A
R-squared (against Standard Index)25.8825.88
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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