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
1.01-7.11
-13.75-9.35
-8.94-0.04
Beta
1.481.32
1.561.33
1.591.28
Mean Annual Return
1.530.03
0.270.42
0.220.59
R-squared
18.4161.16
23.0565.69
51.2775.15
Standard Deviation
37.1620.01
32.5420.72
36.9625.59
Sharpe Ratio
0.480.05
0.090.31
0.060.26
Treynor Ratio
8.12-0.95
-1.373.06
-2.942.49