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

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsXESCategory Average
5 YearsXESCategory Average
10 YearsXESCategory Average
Alpha
-32.06-16.86
-33.75-14.03
-18.42-1.08
Beta
1.991.43
1.931.34
1.651.2
Mean Annual Return
-0.91-0.96
-1.7-0.23
0.020.42
R-squared
29.9339.8
33.8344.54
45.7557.66
Standard Deviation
36.8525.84
36.9423.59
32.8727.21
Sharpe Ratio
-0.33-0.39
-0.57-0.09
-0.010.16
Treynor Ratio
-8.78-8.63
-12.83-3.67
-3.370.59