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
-11.81-16.86
-12.06-14.03
-5.04-1.08
Beta
1.281.43
1.231.34
1.161.2
Mean Annual Return
0.23-0.96
-0.34-0.23
0.60.42
R-squared
51.9239.8
50.5544.54
60.8457.66
Standard Deviation
20.1625.84
20.423.59
20.0327.21
Sharpe Ratio
0.06-0.39
-0.24-0.09
0.330.16
Treynor Ratio
-0.58-8.63
-5.58-3.67
4.140.59