View Historical Risk Statistics for The Health Care Select Sector SPDR Fund (XLV) ... Sharpe Ratio, 0.12, -0.2, 0.6, 0.38, 0.61, 0.42. Treynor Ratio, 1.16, -6.27 ...

Risk measures ; R squared, +62.13, +55.10 ; Sharpe ratio, +0.600, +0.38 ; Standard deviation, 15.07%, 19.36% ...

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison ...

Sharpe Ratio indicates the reward per unit of risk by using standard deviation and excess return. The higher the Sharpe ratio, the better the investment's ...

Trade Ideas for Best Option Strategies for XLV by Theoretical Edge and Win Rates ... Sharpe Ratio, -1.6%, 14.2%, -18.9%. Time Period:15-Day·30-Day·90-Day. Market ...

The current Health Care Select Sector SPDR Fund Sharpe ratio is 1.29. This value is calculated based on the past 1 year of trading data and takes into account ...

Risk Free Rate, 4.27 %. Price Change (1 yr). Volatility (1 yr). Beta. Sharpe Ratio (1 yr). Sortino Ratio (1 yr). PE Ratio. Price/Book. Price/TBV. Book/Market.

The share class outstripped the category index with a higher Sharpe ratio, a measure of risk-adjusted return, over the trailing 10-year period. Notably ...

With the Performance and Risk feature, you can quickly track an ETF's performance over a variety of time horizons. You can also measure the risk and return ...

The current XLV Sharpe Ratio is 1.40, which is lower than the XLF Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of XLV and XLF ...