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Summary
Historical data
Profile
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Holdings
Performance
Risk
XLC - Communication Services Select Sector SPDR Fund
NYSEArca - NYSEArca Delayed Price. Currency in USD
Risk statistics
3 years
XLC
Category average
5 years
XLC
Category average
10 years
XLC
Category average
Alpha
-5.62
2.28
0
3.49
0
2.36
BETA
1.17
0.84
0
0.81
0
0.84
Mean annual return
0.77
0.59
0
1.03
0
0.61
R-squared
79.29
56.68
0
54.86
0
65.43
Standard deviation
22.56
12.77
0
13.42
0
17.67
Sharpe ratio
0.35
0.55
0
0.91
0
0.37
Treynor ratio
4.79
8.1
0
15.38
0
6.14
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