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SPDR S&P Transportation ETF (XTN)

-NYSEArca
42.42 Down 2.10(4.73%) Jun 24, 4:00PM EDT

Risk as of May 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXTNCategory
Alpha (against Standard Index)5.20N/A
Beta (against Standard Index)1.05N/A
Mean Annual Return0.94N/A
R-squared (against Standard Index)56.36N/A
Standard Deviation16.80N/A
Sharpe Ratio0.67N/A
5 Years
StatisticXTNCategory
Alpha (against Standard Index)6.55N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.04N/A
R-squared (against Standard Index)51.14N/A
Standard Deviation18.98N/A
Sharpe Ratio0.66N/A
10 Years
StatisticXTNCategory
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