XLE - Energy Select Sector SPDR Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXLECategory Average
5 YearsXLECategory Average
10 YearsXLECategory Average
Alpha
-9-16.86
-10.84-14.03
-5.14-1.08
Beta
1.171.43
1.191.34
1.151.2
Mean Annual Return
0.33-0.96
-0.19-0.23
0.670.42
R-squared
41.4339.8
45.8744.54
60.3757.66
Standard Deviation
18.3625.84
19.5423.59
19.9927.21
Sharpe Ratio
0.14-0.39
-0.16-0.09
0.380.16
Treynor Ratio
0.84-8.63
-4.12-3.67
4.970.59