DACHENG XIU
Professor of Econometrics and Statistics
Booth School of Business, University of Chicago
5807 South Woodlawn Avenue, Chicago, IL 60637
773.834.7191
dacheng.xiu@chicagobooth.edu
Google Scholar Profile
Curriculum Vitae
ETFs | 06/30/2022 | 06/29/2022 | 06/28/2022 | 06/27/2022 | 06/24/2022 |
---|---|---|---|---|---|
SPY | Market S&P50021.96% ±0.6% | 19.90% ±0.5% | 17.98% ±0.4% | 17.21% ±0.5% | 13.04% ±0.5% |
MaterialXLB | 23.80% ±1.7% | 24.09% ±1.7% | 19.20% ±1.7% | 19.22% ±1.2% | 17.58% ±0.9% |
IndustrialXLI | 21.67% ±1.5% | 21.17% ±1.9% | 19.25% ±1.4% | 18.53% ±1.4% | 15.03% ±1.1% |
Consumer DiscretionaryXLY | 33.41% ±2.1% | 31.94% ±2.0% | 28.14% ±2.1% | 26.78% ±2.2% | 19.77% ±1.9% |
Consumer StaplesXLP | 18.04% ±1.2% | 15.25% ±0.9% | 13.99% ±0.9% | 15.49% ±1.0% | 14.20% ±0.6% |
Health CareXLV | 18.27% ±1.9% | 14.39% ±1.2% | 14.66% ±1.0% | 14.59% ±0.9% | 13.37% ±0.6% |
FinancialXLF | 23.57% ±1.4% | 21.91% ±1.4% | 19.86% ±1.4% | 20.73% ±1.0% | 16.75% ±1.3% |
TechnologyXLK | 28.86% ±2.2% | 27.79% ±2.3% | 23.47% ±1.3% | 22.34% ±1.6% | 16.76% ±0.8% |
UtilitiesXLU | 20.78% ±1.9% | 16.41% ±0.8% | 15.77% ±1.0% | 16.57% ±0.9% | 16.23% ±0.8% |
EnergyXLE | 42.37% ±2.3% | 36.13% ±1.7% | 36.82% ±1.5% | 33.80% ±2.0% | 31.72% ±1.5% |