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Financial Select Sector SPDR Fund (XLF)

NYSEArca - Nasdaq Real-time price. Currency in USD
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39.83+0.14 (+0.35%)
At close: 04:00PM EDT
39.73 -0.10 (-0.25%)
Pre-market: 06:42AM EDT

Risk statistics

3 yearsXLFCategory average
5 yearsXLFCategory average
10 yearsXLFCategory average
Alpha
2.78-0.44
1.24-1
2.05-0.11
BETA
1.030.99
1.151.16
1.111.11
Mean annual return
0.920.63
1.221.04
1.030.85
R-squared
71.2855.82
77.965.63
70.761.07
Standard deviation
20.1923.37
23.0525.73
19.3721.26
Sharpe ratio
0.40.24
0.540.42
0.560.43
Treynor ratio
6.272.72
9.156.71
8.556.28