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 | 03/01/2021 | 02/22/2021 | 02/19/2021 | 02/18/2021 | 02/17/2021 |
---|---|---|---|---|---|
SPY | Market S&P50010.54% ±0.3% | 10.03% ±0.3% | 09.02% ±0.2% | 10.58% ±0.4% | 10.97% ±0.3% |
MaterialXLB | 15.83% ±1.3% | 14.36% ±0.9% | 12.41% ±1.9% | 15.80% ±1.2% | 16.77% ±2.5% |
IndustrialXLI | 13.28% ±0.8% | 13.91% ±1.0% | 11.74% ±0.7% | 13.02% ±0.8% | 13.63% ±1.3% |
Consumer DiscretionaryXLY | 14.52% ±1.2% | 16.12% ±1.0% | 11.06% ±0.7% | 13.75% ±1.2% | 15.22% ±1.0% |
Consumer StaplesXLP | 12.35% ±0.8% | 09.98% ±0.8% | 09.23% ±0.7% | 10.16% ±0.8% | 09.36% ±0.7% |
Health CareXLV | 11.41% ±0.6% | 10.92% ±0.6% | 09.46% ±0.7% | 10.00% ±0.8% | 11.10% ±0.8% |
FinancialXLF | 15.09% ±0.7% | 12.54% ±0.6% | 12.95% ±0.5% | 15.41% ±1.0% | 15.15% ±1.0% |
TechnologyXLK | 15.54% ±1.1% | 16.30% ±0.7% | 13.51% ±0.8% | 14.42% ±0.9% | 16.18% ±1.0% |
UtilitiesXLU | 15.66% ±0.8% | 15.85% ±1.2% | 12.72% ±0.9% | 14.53% ±0.9% | 14.62% ±1.0% |
EnergyXLE | 26.32% ±1.7% | 26.77% ±1.0% | 22.51% ±1.1% | 26.38% ±1.3% | 26.39% ±2.1% |