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Health Care Select Sector SPDR ETF (XLV)

-NYSEArca
62.99 Up 0.06(0.10%) Aug 22, 8:00PM EDT
|After Hours : 63.17 Up 0.18 (0.29%) Aug 22, 7:35PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLVCategory
Alpha (against Standard Index)15.67N/A
Beta (against Standard Index)0.56N/A
Mean Annual Return1.82N/A
R-squared (against Standard Index)59.31N/A
Standard Deviation10.46N/A
Sharpe Ratio2.09N/A
5 Years
StatisticXLVCategory
Alpha (against Standard Index)10.75N/A
Beta (against Standard Index)0.60N/A
Mean Annual Return1.52N/A
R-squared (against Standard Index)56.31N/A
Standard Deviation11.65N/A
Sharpe Ratio1.56N/A
10 Years
StatisticXLVCategory
Alpha (against Standard Index)4.32N/A
Beta (against Standard Index)0.58N/A
Mean Annual Return0.84N/A
R-squared (against Standard Index)53.15N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio13.94N/A