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
-8.85-16.86
-8.92-14.03
-3.23-1.08
Beta
1.081.43
1.041.34
11.2
Mean Annual Return
0.01-0.96
0.07-0.23
0.30.42
R-squared
36.5239.8
38.1644.54
58.857.66
Standard Deviation
19.3725.84
17.4723.59
21.7727.21
Sharpe Ratio
-0.02-0.39
0.03-0.09
0.150.16
Treynor Ratio
-2.07-8.63
-0.99-3.67
0.90.59