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Health Care Select Sector SPDR ETF (XLV)

-NYSEArca
64.88 Up 0.08(0.12%) Sep 19, 4:00PM EDT
|After Hours : 64.92 Up 0.04 (0.06%) Sep 19, 4:41PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLVCategory
Alpha (against Standard Index)15.99N/A
Beta (against Standard Index)0.58N/A
Mean Annual Return2.02N/A
R-squared (against Standard Index)56.81N/A
Standard Deviation10.33N/A
Sharpe Ratio2.34N/A
5 Years
StatisticXLVCategory
Alpha (against Standard Index)11.36N/A
Beta (against Standard Index)0.60N/A
Mean Annual Return1.56N/A
R-squared (against Standard Index)56.05N/A
Standard Deviation11.74N/A
Sharpe Ratio1.59N/A
10 Years
StatisticXLVCategory
Alpha (against Standard Index)4.53N/A
Beta (against Standard Index)0.58N/A
Mean Annual Return0.87N/A
R-squared (against Standard Index)53.05N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio14.49N/A