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Consumer Discret Sel Sect SPDR ETF (XLY)

-NYSEArca
68.46 0.30(0.44%) Sep 18, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLYCategory
Alpha (against Standard Index)10.40N/A
Beta (against Standard Index)0.87N/A
Mean Annual Return1.89N/A
R-squared (against Standard Index)77.81N/A
Standard Deviation13.25N/A
Sharpe Ratio1.71N/A
5 Years
StatisticXLYCategory
Alpha (against Standard Index)10.96N/A
Beta (against Standard Index)0.91N/A
Mean Annual Return1.85N/A
R-squared (against Standard Index)76.00N/A
Standard Deviation15.28N/A
Sharpe Ratio1.44N/A
10 Years
StatisticXLYCategory
Alpha (against Standard Index)2.87N/A
Beta (against Standard Index)0.92N/A
Mean Annual Return0.94N/A
R-squared (against Standard Index)69.10N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio9.21N/A