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 All Ordinaries Down0.56%

Materials Select Sector SPDR (XLB)

-NYSEArca

41.30 21 May 06:00


Risk as of 31/03/2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXLBCategory
Alpha (against Standard Index)-1.47N/A
Beta (against Standard Index)1.20N/A
Mean Annual Return0.83N/A
R-squared (against Standard Index)81.95N/A
Standard Deviation22.15N/A
Sharpe Ratio0.44N/A
5 Years
StatisticXLBCategory
Alpha (against Standard Index)0.42N/A
Beta (against Standard Index)1.19N/A
Mean Annual Return0.47N/A
R-squared (against Standard Index)85.30N/A
Standard Deviation26.80N/A
Sharpe Ratio0.20N/A
10 Years
StatisticXLBCategory
Alpha (against Standard Index)0.96N/A
Beta (against Standard Index)1.18N/A
Mean Annual Return1.03N/A
R-squared (against Standard Index)79.61N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.40N/A