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
6.35-7.11
-9.11-9.35
-11.98-0.04
Beta
1.561.32
1.521.33
1.621.28
Mean Annual Return
2.020.03
0.460.42
0.050.59
R-squared
19.561.16
22.5365.69
54.975.15
Standard Deviation
34.5620.01
32.0220.72
35.9425.59
Sharpe Ratio
0.680.05
0.150.31
0.010.26
Treynor Ratio
12.46-0.95
0.023.06
-3.812.49