XLF - Financial Select Sector SPDR Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsXLFCategory Average
5 YearsXLFCategory Average
10 YearsXLFCategory Average
Alpha
28.641.97
18.874.98
9.89-3.71
Beta
1.030.95
1.031
1.061.12
Mean Annual Return
3.350.62
2.21.32
1.840.22
R-squared
6.0853.95
11.3762.06
26.963.59
Standard Deviation
42.1215.01
3415.7
27.6424.13
Sharpe Ratio
0.920.51
0.751.04
0.780.07
Treynor Ratio
37.287.31
22.9616.68
19.07-1.13