XLP - Consumer Staples Select Sector SPDR Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk statistics

3 yearsXLPCategory average
5 yearsXLPCategory average
10 yearsXLPCategory average
Alpha
4.956.81
6.737.85
4.256.61
BETA
0.60.64
0.590.59
0.60.57
Mean annual return
1.090.77
1.031.07
0.820.83
R-squared
48.2944.58
53.5542.87
46.6462.69
Standard deviation
14.6810.83
14.2710.52
12.6212.2
Sharpe ratio
0.80.85
0.751.22
0.70.75
Treynor ratio
19.3114.76
17.5723.2
14.1415.63