XLP - Consumer Staples Select Sector SPDR ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsXLPCategory Average
5 YearsXLPCategory Average
10 YearsXLPCategory Average
Alpha
5.116.81
5.097.85
7.176.61
Beta
0.490.64
0.610.59
0.480.57
Mean Annual Return
0.760.77
0.951.07
0.830.83
R-squared
27.4244.58
35.0942.87
52.7962.69
Standard Deviation
9.8310.83
10.1810.52
11.2712.2
Sharpe Ratio
0.890.85
1.11.22
0.840.75
Treynor Ratio
17.614.76
18.4723.2
19.1815.63