XLF - Financial Select Sector SPDR ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsXLFCategory Average
5 YearsXLFCategory Average
10 YearsXLFCategory Average
Alpha
6.431.97
7.924.98
-1.78-3.71
Beta
0.930.95
0.891
1.21.12
Mean Annual Return
1.140.62
1.421.32
0.370.22
R-squared
40.8453.95
42.9262.06
66.363.59
Standard Deviation
15.3815.01
13.5415.7
24.8824.13
Sharpe Ratio
0.870.51
1.241.04
0.160.07
Treynor Ratio
13.877.31
19.2816.68
0.72-1.13