XLF - Financial Select Sector SPDR Fund

NYSEArca - NYSEArca Delayed price. Currency in USD

Risk statistics

3 yearsXLFCategory average
5 yearsXLFCategory average
10 yearsXLFCategory average
Alpha
3.511.97
-0.784.98
2.25-3.71
BETA
1.050.95
1.151
1.091.12
Mean annual return
1.410.62
0.721.32
0.970.22
R-squared
67.6353.95
76.9962.06
68.1663.59
Standard deviation
21.815.01
23.2215.7
19.0524.13
Sharpe ratio
0.710.51
0.31.04
0.560.07
Treynor ratio
13.717.31
3.9216.68
8.5-1.13