XLE - Energy Select Sector SPDR ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXLECategory Average
5 YearsXLECategory Average
10 YearsXLECategory Average
Alpha
-1.16-16.86
-6.84-14.03
-2.9-1.08
Beta
1.021.43
1.061.34
1.011.2
Mean Annual Return
0.68-0.96
0.24-0.23
0.390.42
R-squared
33.9339.8
35.7644.54
61.4857.66
Standard Deviation
18.8125.84
17.823.59
21.0827.21
Sharpe Ratio
0.39-0.39
0.13-0.09
0.210.16
Treynor Ratio
5.73-8.63
0.75-3.67
2.170.59