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SPDR S&P Pharmaceuticals ETF (XPH)

39.79 +0.49 (+1.25%)
At close: April 23 at 4:00 PM EDT

ETF Summary

In seeking to track the performance of the S&P Pharmaceuticals Select Industry Index (the "index"), the fund employs a sampling strategy. It generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index represents the pharmaceuticals segment of the S&P Total Market Index ("S&P TMI").

Risk Overview

Performance & Risk

YTD Return -4.00%
5y Average Return 1.18%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.66
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
XPHCategory AverageXPHCategory AverageXPHCategory Average
Alpha -8.69 -5.68 -6.47 -0.64 -5.67 2.13
BETA 0.66 0.81 0.83 0.78 0.96 0.85
Mean Annual Return -0.2 0.12 0.32 0.76 0.29 0.86
R-squared 42.24 52.82 52.39 54.21 43.9 51.17
Standard Deviation 16.91 19.84 20.22 19.36 21.31 17.81
Sharpe Ratio -0.31 0 0.08 0.4 0.09 0.52
Treynor Ratio -10.01 -3.21 -0.42 7.66 -0.36 9.23

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