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SPDR S&P Retail ETF (XRT)

-NYSEArca
94.31 Up 0.84(0.90%) Nov 28, 1:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXRTCategory
Alpha (against Standard Index)6.77N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return1.62N/A
R-squared (against Standard Index)60.34N/A
Standard Deviation13.72N/A
Sharpe Ratio1.41N/A
5 Years
StatisticXRTCategory
Alpha (against Standard Index)11.24N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return1.86N/A
R-squared (against Standard Index)62.32N/A
Standard Deviation18.29N/A
Sharpe Ratio1.21N/A
10 Years
StatisticXRTCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A