XME - SPDR S&P Metals and Mining ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsXMECategory Average
5 YearsXMECategory Average
10 YearsXMECategory Average
Alpha
-7.15-7.11
-10.9-9.35
-12.56-0.04
Beta
1.641.32
1.671.33
1.571.28
Mean Annual Return
0.920.03
-0.030.42
0.320.59
R-squared
38.1861.16
32.3965.69
44.1475.15
Standard Deviation
30.0620.01
34.5220.72
31.8425.59
Sharpe Ratio
0.320.05
-0.040.31
0.10.26
Treynor Ratio
3.41-0.95
-4.093.06
-1.082.49