XLP - Consumer Staples Select Sector SPDRÂ ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXLPCategory Average
5 YearsXLPCategory Average
10 YearsXLPCategory Average
Alpha
-0.756.81
1.677.85
5.666.61
Beta
0.540.64
0.620.59
0.50.57
Mean Annual Return
0.310.77
0.621.07
0.750.83
R-squared
27.4244.58
35.2342.87
51.6462.69
Standard Deviation
10.9610.83
10.7610.52
11.6312.2
Sharpe Ratio
0.280.85
0.651.22
0.740.75
Treynor Ratio
4.7314.76
10.7523.2
16.4815.63