XLE - Energy Select Sector SPDR Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsXLECategory Average
5 YearsXLECategory Average
10 YearsXLECategory Average
Alpha
-19.23-16.86
-12.16-14.03
-6.98-1.08
Beta
1.461.43
1.281.34
1.221.2
Mean Annual Return
-0.32-0.96
-0.09-0.23
0.380.42
R-squared
60.9739.8
52.5444.54
60.5457.66
Standard Deviation
21.325.84
20.7423.59
20.4727.21
Sharpe Ratio
-0.26-0.39
-0.11-0.09
0.20.16
Treynor Ratio
-5.24-8.63
-3.4-3.67
1.60.59