XLB - Materials Select Sector SPDR ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsXLBCategory Average
5 YearsXLBCategory Average
10 YearsXLBCategory Average
Alpha
-1.48-7.11
-0.18-9.35
1.48-0.04
Beta
1.31.32
1.191.33
1.151.28
Mean Annual Return
0.890.03
1.050.42
0.690.59
R-squared
67.4561.16
68.2565.69
81.5875.15
Standard Deviation
16.5720.01
14.3420.72
21.4525.59
Sharpe Ratio
0.620.05
0.860.31
0.370.26
Treynor Ratio
7.16-0.95
10.043.06
5.082.49