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Consumer Staples Select Sector SPDR Fund (XLP)

NYSEArca - Nasdaq Real-time price. Currency in USD
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72.60-0.47 (-0.64%)
As of 10:50AM EST. Market open.

Risk statistics

3 yearsXLPCategory average
5 yearsXLPCategory average
10 yearsXLPCategory average
Alpha
5.516.81
4.67.85
5.386.61
BETA
0.620.64
0.620.59
0.620.57
Mean annual return
0.790.77
0.771.07
0.920.83
R-squared
60.4244.58
54.8842.87
48.4462.69
Standard deviation
16.1210.83
14.7510.52
12.6912.2
Sharpe ratio
-0.360.85
0.091.22
0.270.75
Treynor ratio
12.4414.76
11.5423.2
16.1315.63