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Consumer Staples Select Sector SPDR Fund (XLP)

NYSEArca - Nasdaq Real-time price. Currency in USD
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70.70+0.15 (+0.21%)
At close: 04:00PM EDT

Risk statistics

3 yearsXLPCategory average
5 yearsXLPCategory average
10 yearsXLPCategory average
Alpha
7.176.81
3.987.85
5.776.61
Beta
0.570.64
0.590.59
0.570.57
Mean annual return
1.130.77
0.871.07
0.970.83
R-squared
54.6844.58
47.0742.87
42.6562.69
Standard deviation
13.9510.83
13.410.52
11.8412.2
Sharpe ratio
0.30.85
0.621.22
0.540.75
Treynor ratio
22.1514.76
15.223.2
18.9715.63