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Thursday, November 26, 2009, 4:46PM ET - U.S. Markets Closed for Thanksgiving Day. Dow  0.29% Nasdaq  0.32%

Health Care Select Sector SPDR (XLV)

On Nov 25: 31.10   0.19 (0.61%)

MORE ON XLV

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Risk  As of 31-Oct-09 Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic XLV Category Alpha (against Standard Index) 0.42 2.41 Beta (against Standard Index) 0.69 0.76 Mean Annual Return -0.21 -0.09 R-squared (against Standard Index) 65.42 58.27 Standard Deviation 16.68 N/A Sharpe Ratio -0.29 -0.18 5 Years Statistic XLV Category Alpha (against Standard Index) 0.47 N/A Beta (against Standard Index) 0.68 N/A Mean Annual Return 0.21 N/A R-squared (against Standard Index) 59.37 N/A Standard Deviation 14.00 N/A Sharpe Ratio -0.03 N/A 10 Years Statistic XLV Category Alpha (against Standard Index) 1.19 1.19 Beta (against Standard Index) 0.73 0.73 Mean Annual Return N/A N/A R-squared (against Standard Index) 61.21 61.21 Standard Deviation N/A N/A Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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