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Consumer Discret Sel Sect SPDR ETF (XLY)

-NYSEArca
67.44 0.44(0.66%) Oct 30, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLYCategory
Alpha (against Standard Index)9.62N/A
Beta (against Standard Index)0.89N/A
Mean Annual Return2.01N/A
R-squared (against Standard Index)75.10N/A
Standard Deviation12.51N/A
Sharpe Ratio1.92N/A
5 Years
StatisticXLYCategory
Alpha (against Standard Index)10.76N/A
Beta (against Standard Index)0.91N/A
Mean Annual Return1.71N/A
R-squared (against Standard Index)76.13N/A
Standard Deviation15.33N/A
Sharpe Ratio1.33N/A
10 Years
StatisticXLYCategory
Alpha (against Standard Index)2.79N/A
Beta (against Standard Index)0.92N/A
Mean Annual Return0.89N/A
R-squared (against Standard Index)69.20N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio8.55N/A