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 | 03/22/2023 | 03/21/2023 | 03/20/2023 | 03/17/2023 | 03/16/2023 |
---|---|---|---|---|---|
SPY | Market S&P50020.92% ±0.8% | 10.80% ±0.3% | 16.21% ±0.3% | 18.22% ±0.5% | 18.12% ±0.4% |
MaterialXLB | 22.69% ±2.7% | 14.46% ±1.3% | 17.62% ±1.4% | 19.91% ±1.3% | 19.65% ±2.4% |
IndustrialXLI | 20.09% ±1.8% | 11.70% ±0.6% | 16.68% ±1.2% | 19.46% ±1.1% | 18.49% ±1.7% |
Consumer DiscretionaryXLY | 27.81% ±2.9% | 15.47% ±0.8% | 22.00% ±1.1% | 21.83% ±1.7% | 20.76% ±1.8% |
Consumer StaplesXLP | 14.04% ±1.7% | 10.20% ±0.7% | 13.04% ±0.9% | 15.10% ±0.9% | 14.19% ±0.7% |
Health CareXLV | 15.22% ±1.5% | 09.66% ±0.6% | 13.17% ±0.9% | 15.50% ±0.8% | 14.55% ±0.9% |
FinancialXLF | 22.91% ±1.9% | 14.09% ±0.6% | 20.07% ±0.8% | 24.78% ±0.8% | 28.61% ±1.9% |
TechnologyXLK | 26.08% ±2.6% | 14.02% ±1.3% | 19.89% ±1.1% | 22.41% ±1.2% | 19.74% ±1.1% |
UtilitiesXLU | 23.01% ±1.5% | 21.30% ±2.3% | 18.34% ±1.2% | 23.12% ±1.8% | 22.89% ±1.4% |
EnergyXLE | 29.90% ±1.6% | 25.12% ±1.2% | 28.73% ±1.4% | 34.90% ±1.5% | 39.91% ±1.9% |