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
6.461.97
6.724.98
-0.18-3.71
Beta
0.940.95
0.911
1.231.12
Mean Annual Return
1.20.62
1.271.32
0.680.22
R-squared
45.4253.95
46.1162.06
69.8963.59
Standard Deviation
15.2415.01
13.8315.7
24.5324.13
Sharpe Ratio
0.910.51
1.081.04
0.320.07
Treynor Ratio
14.367.31
16.4416.68
3.94-1.13