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Consumer Discret Select Sector SPDR (XLY)

-NYSEArca

56.80 Down 0.17(0.30%) 25 May 1:30AM


Risk as of 31-Mar-2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLYCategory
Alpha (against Standard Index)10.57N/A
Beta (against Standard Index)0.89N/A
Mean Annual Return1.59N/A
R-squared (against Standard Index)78.21N/A
Standard Deviation16.80N/A
Sharpe Ratio1.13N/A
5 Years
StatisticXLYCategory
Alpha (against Standard Index)10.84N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return1.26N/A
R-squared (against Standard Index)79.80N/A
Standard Deviation22.83N/A
Sharpe Ratio0.65N/A
10 Years
StatisticXLYCategory
Alpha (against Standard Index)1.86N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return0.96N/A
R-squared (against Standard Index)71.67N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio8.79N/A