XLB - Materials Select Sector SPDR Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsXLBCategory Average
5 YearsXLBCategory Average
10 YearsXLBCategory Average
Alpha
-5.87-7.11
-3.37-9.35
-1.11-0.04
Beta
1.121.32
1.221.33
1.191.28
Mean Annual Return
0.530.03
0.60.42
0.850.59
R-squared
80.9961.16
73.7565.69
78.6675.15
Standard Deviation
14.2220.01
16.6420.72
17.5725.59
Sharpe Ratio
0.330.05
0.360.31
0.550.26
Treynor Ratio
3.4-0.95
3.993.06
7.122.49