XLP - Consumer Staples Select Sector SPDR ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXLPCategory Average
5 YearsXLPCategory Average
10 YearsXLPCategory Average
Alpha
3.626.81
5.657.85
7.156.61
Beta
0.460.64
0.580.59
0.480.57
Mean Annual Return
0.770.77
1.011.07
0.910.83
R-squared
25.144.58
32.3442.87
51.6262.69
Standard Deviation
9.7610.83
10.1110.52
11.212.2
Sharpe Ratio
0.90.85
1.171.22
0.940.75
Treynor Ratio
19.1114.76
20.7423.2
21.5615.63