XLP - Consumer Staples Select Sector SPDR Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXLPCategory Average
5 YearsXLPCategory Average
10 YearsXLPCategory Average
Alpha
-2.716.81
4.397.85
6.846.61
Beta
0.630.64
0.580.59
0.520.57
Mean Annual Return
0.430.77
0.721.07
1.050.83
R-squared
36.8444.58
34.9442.87
42.5962.69
Standard Deviation
11.8410.83
11.4710.52
10.812.2
Sharpe Ratio
0.320.85
0.671.22
1.120.75
Treynor Ratio
4.9614.76
12.7723.2
23.415.63