XLC - Communication Services Select Sector SPDR Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk statistics

3 yearsXLCCategory average
5 yearsXLCCategory average
10 yearsXLCCategory average
Alpha
-5.622.28
03.49
02.36
BETA
1.170.84
00.81
00.84
Mean annual return
0.770.59
01.03
00.61
R-squared
79.2956.68
054.86
065.43
Standard deviation
22.5612.77
013.42
017.67
Sharpe ratio
0.350.55
00.91
00.37
Treynor ratio
4.798.1
015.38
06.14