• FirefoxUpgrade to the new Firefox »
  •  Dow Down1.45% Nasdaq Down1.03%

    Consumer Discret Sel Sect SPDR ETF (XLY)

    69.99 Down 0.77(1.09%) 4:00PM EST
    |After Hours : 69.98 Down 0.01 (0.01%) 4:27PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)10.93N/A
    Beta (against Standard Index)0.86N/A
    Mean Annual Return1.90N/A
    R-squared (against Standard Index)66.32N/A
    Standard Deviation11.18N/A
    Sharpe Ratio2.03N/A
    5 Years
    Alpha (against Standard Index)11.58N/A
    Beta (against Standard Index)0.90N/A
    Mean Annual Return1.70N/A
    R-squared (against Standard Index)75.29N/A
    Standard Deviation15.08N/A
    Sharpe Ratio1.35N/A
    10 Years
    Alpha (against Standard Index)3.40N/A
    Beta (against Standard Index)0.92N/A
    Mean Annual Return0.85N/A
    R-squared (against Standard Index)68.62N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio8.10N/A