XRT - SPDR S&P Retail ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsXRTCategory Average
5 YearsXRTCategory Average
10 YearsXRTCategory Average
Alpha
-2.930.52
-0.134.97
7.753.29
Beta
0.750.99
0.840.96
0.970.95
Mean Annual Return
0.510.35
0.681.09
1.280.69
R-squared
22.4759.74
30.2960.32
55.0761.92
Standard Deviation
15.5514.63
15.1814.55
21.4421.28
Sharpe Ratio
0.340.32
0.50.92
0.70.38
Treynor Ratio
5.583.61
813.7
13.985.89