Financial Select Sector SPDRFund

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XLF : NAL : Financial
$22.65 | %
Today's Range: 22.55 - 22.85
Avg. Daily Volume: 7.42398E7
12/02/16 - 3:59 PM ET
RETURN AND EXPENSE COMPARISON (as of Jan 2016)
XLF Return and Expenses Comparison Chart
1 Month: 2.44% 1 Year: 3.88%
3 Month: 3.32% 3 Year: 7.9%
6 Month: 5.42% 5 Year; 15.11%
Year-to-Date 3.68%    
Last Dividend
(09/19/2016)
$4.44    
Last Cap Gain 0.0    
Expense Ratio 0.14%    
MOST RECENT RATINGS CHANGES
Date Price Action From To
10/31/2016 $19.74 Upgrade HOLD BUY
05/31/2016 $23.75 Downgrade BUY HOLD
Sector Allocation
XLF Sector Allocation Chart
Basic Materials0.0%
Capital Goods0.0%
Technology0.0%
Consumer Staples0.0%
Healthcare0.0%
Energy0.0%
Finance98.67%
Transportation0.0%
Communication Services0.0%
Utilities0.0%
Miscellaneous1.01%
RETURN AND VOLATILITY MEASURES
 1 Year3 Year
Alpha0.19%-0.68%
Beta1.05%1.06%
R-squared97.0%98.0%
Standard Deviation15.02%13.23%
Semi-deviation7.21%4.48%
Definitions:
Alpha - measures the portfolio manager's contribution to performance that is independent of the benchmark.
Beta - measures the portfolio sensitivity to movements in the market relative to the selected underlying benchmark.
R-squared - mesausres how closely the derived forecast was able to explain the performance of the last three years. It also measures diversification with lower number indicating more independence from benchmark.
Standard deviation - measures how closely actual values matched the forecasted values for performance.
Semi-deviation - only considers values that fall below the risk free rate of return.
Top Ten Holdings
Berkshire Hathaway Inc 10.07%
Wells Fargo & Co 8.52%
JPMorgan Chase & Co 8.26%
Bank of America Corp 5.33%
Citigroup Inc 4.71%
American International Group Inc 2.56%
U.S. Bancorp 2.53%
Simon Property Group Inc 2.44%
Goldman Sachs Group Inc 2.36%
Chubb Ltd 2.08%
 

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