XLB - Materials Select Sector SPDR ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXLBCategory Average
5 YearsXLBCategory Average
10 YearsXLBCategory Average
Alpha
1.02-7.11
-0.02-9.35
-0.37-0.04
Beta
1.221.32
1.191.33
1.181.28
Mean Annual Return
10.03
0.90.42
0.710.59
R-squared
68.461.16
68.8165.69
82.3475.15
Standard Deviation
15.7720.01
14.4520.72
21.3425.59
Sharpe Ratio
0.710.05
0.720.31
0.380.26
Treynor Ratio
8.66-0.95
8.193.06
5.152.49