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Consumer Discret Select Sector SPDR ETF (XLY)

-NYSEArca
68.82 Down 0.01(0.01%) Aug 29, 8:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLYCategory
Alpha (against Standard Index)10.02N/A
Beta (against Standard Index)0.86N/A
Mean Annual Return1.62N/A
R-squared (against Standard Index)79.98N/A
Standard Deviation13.77N/A
Sharpe Ratio1.41N/A
5 Years
StatisticXLYCategory
Alpha (against Standard Index)10.56N/A
Beta (against Standard Index)0.91N/A
Mean Annual Return1.83N/A
R-squared (against Standard Index)76.08N/A
Standard Deviation15.25N/A
Sharpe Ratio1.43N/A
10 Years
StatisticXLYCategory
Alpha (against Standard Index)2.57N/A
Beta (against Standard Index)0.91N/A
Mean Annual Return0.90N/A
R-squared (against Standard Index)69.11N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio8.68N/A