XES - SPDR S&P Oil & Gas Equipment & Services ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXESCategory Average
5 YearsXESCategory Average
10 YearsXESCategory Average
Alpha
-44.13-16.86
-38.48-14.03
-21.6-1.08
Beta
2.421.43
2.061.34
1.721.2
Mean Annual Return
-1.87-0.96
-2.07-0.23
-0.550.42
R-squared
45.2939.8
38.1644.54
45.8457.66
Standard Deviation
40.825.84
39.123.59
33.627.21
Sharpe Ratio
-0.59-0.39
-0.66-0.09
-0.210.16
Treynor Ratio
-11.69-8.63
-14.09-3.67
-7.10.59