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
51.97
4.84.98
2.7-3.71
Beta
1.10.95
1.041
1.071.12
Mean Annual Return
1.350.62
11.32
1.090.22
R-squared
51.8753.95
58.1262.06
67.4763.59
Standard Deviation
16.9715.01
15.9815.7
17.1924.13
Sharpe Ratio
0.860.51
0.691.04
0.730.07
Treynor Ratio
13.067.31
9.9716.68
11-1.13