XLE: Energy Select Sector SPDR Fund
Performance
XLE +48.68%
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Current Drawdown
-1.05%
Rolling Volatility
+1.40%
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Metrics
Risk Indicators
Alpha41.48%
Beta-0.31x
Sharpe1.73
Sortino2.54
Omega1.31
Calmar3.12
Martin6.71
Comparisons