XRT - SPDR S&P Retail ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsXRTCategory Average
5 YearsXRTCategory Average
10 YearsXRTCategory Average
Alpha
-5.260.52
-0.584.97
6.763.29
Beta
0.690.99
0.880.96
0.970.95
Mean Annual Return
0.260.35
0.761.09
1.160.69
R-squared
22.659.74
32.5260.32
54.1461.92
Standard Deviation
15.7114.63
15.5114.55
21.921.28
Sharpe Ratio
0.170.32
0.570.92
0.620.38
Treynor Ratio
2.113.61
9.0313.7
12.185.89