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Consumer Discret Sel Sect SPDR ETF (XLY)

-NYSEArca
70.95 Down 0.01(0.01%) Nov 26, 4:00PM EST
|After Hours : 70.95 0.00 (0.00%) Nov 26, 4:57PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLYCategory
Alpha (against Standard Index)9.90N/A
Beta (against Standard Index)0.85N/A
Mean Annual Return1.74N/A
R-squared (against Standard Index)68.81N/A
Standard Deviation11.07N/A
Sharpe Ratio1.88N/A
5 Years
StatisticXLYCategory
Alpha (against Standard Index)11.31N/A
Beta (against Standard Index)0.91N/A
Mean Annual Return1.79N/A
R-squared (against Standard Index)76.07N/A
Standard Deviation15.22N/A
Sharpe Ratio1.40N/A
10 Years
StatisticXLYCategory
Alpha (against Standard Index)2.76N/A
Beta (against Standard Index)0.91N/A
Mean Annual Return0.87N/A
R-squared (against Standard Index)69.16N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio8.35N/A