XME - SPDR S&P Metals and Mining ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXMECategory Average
5 YearsXMECategory Average
10 YearsXMECategory Average
Alpha
-10.46-7.11
-10.95-9.35
-13.24-0.04
Beta
1.541.32
1.621.33
1.591.28
Mean Annual Return
0.330.03
00.42
0.050.59
R-squared
39.6761.16
31.3865.69
44.0375.15
Standard Deviation
27.6620.01
33.9220.72
31.6425.59
Sharpe Ratio
0.080.05
-0.030.31
00.26
Treynor Ratio
-0.8-0.95
-3.923.06
-3.012.49