XLY - Consumer Discretionary Select Sector SPDR Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXLYCategory Average
5 YearsXLYCategory Average
10 YearsXLYCategory Average
Alpha
4.860.52
6.764.97
8.723.29
Beta
1.170.99
1.070.96
0.980.95
Mean Annual Return
1.350.35
1.21.09
1.450.69
R-squared
81.9859.74
79.4460.32
77.261.92
Standard Deviation
14.714.63
14.114.55
14.721.28
Sharpe Ratio
0.990.32
0.940.92
1.150.38
Treynor Ratio
12.53.61
12.2913.7
17.55.89