XLF - Financial Select Sector SPDR ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXLFCategory Average
5 YearsXLFCategory Average
10 YearsXLFCategory Average
Alpha
4.311.97
4.524.98
0.29-3.71
Beta
10.95
0.941
1.221.12
Mean Annual Return
1.130.62
1.11.32
0.790.22
R-squared
48.2153.95
47.462.06
71.5863.59
Standard Deviation
15.5215.01
13.6915.7
23.5824.13
Sharpe Ratio
0.820.51
0.921.04
0.390.07
Treynor Ratio
12.237.31
13.2916.68
5.3-1.13