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
-0.791.97
3.494.98
2.75-3.71
Beta
1.160.95
1.071
1.061.12
Mean Annual Return
1.070.62
0.971.32
1.040.22
R-squared
70.0553.95
59.3362.06
69.263.59
Standard Deviation
15.7115.01
16.2815.7
16.7824.13
Sharpe Ratio
0.710.51
0.651.04
0.710.07
Treynor Ratio
9.127.31
9.1516.68
10.42-1.13