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Technology Select Sector SPDR (XLK)

-NYSEArca

31.55 Jun 19, 4:00PM EDT


Risk as of 2013-03-30Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLKCategory
Alpha (against Standard Index)3.67N/A
Beta (against Standard Index)0.87N/A
Mean Annual Return1.00N/A
R-squared (against Standard Index)81.96N/A
Standard Deviation16.03N/A
Sharpe Ratio0.74N/A
5 Years
StatisticXLKCategory
Alpha (against Standard Index)5.58N/A
Beta (against Standard Index)0.88N/A
Mean Annual Return0.79N/A
R-squared (against Standard Index)83.06N/A
Standard Deviation20.11N/A
Sharpe Ratio0.46N/A
10 Years
StatisticXLKCategory
Alpha (against Standard Index)0.92N/A
Beta (against Standard Index)0.94N/A
Mean Annual Return0.86N/A
R-squared (against Standard Index)75.89N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.87N/A