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
-4.34-7.11
-11.38-9.35
-12.24-0.04
Beta
1.351.32
1.531.33
1.541.28
Mean Annual Return
0.870.03
-0.050.42
0.440.59
R-squared
23.2761.16
26.4165.69
43.8275.15
Standard Deviation
28.2320.01
33.220.72
31.5225.59
Sharpe Ratio
0.320.05
-0.040.31
0.150.26
Treynor Ratio
4.15-0.95
-4.233.06
-0.062.49