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    iShares S&P GSCI Commodity Indexed Trust (GSG)

    -NYSEArca
    15.29 Down 0.07(0.46%) 10:19AM EST - Nasdaq Real Time Price

    Risk as of Oct 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticGSGCategory
    Alpha (against Standard Index)-6.33N/A
    Beta (against Standard Index)1.16N/A
    Mean Annual Return-1.96N/A
    R-squared (against Standard Index)94.00N/A
    Standard Deviation20.74N/A
    Sharpe Ratio-1.14N/A
    5 Years
    StatisticGSGCategory
    Alpha (against Standard Index)-3.68N/A
    Beta (against Standard Index)1.14N/A
    Mean Annual Return-1.22N/A
    R-squared (against Standard Index)91.18N/A
    Standard Deviation18.91N/A
    Sharpe Ratio-0.78N/A
    10 Years
    StatisticGSGCategory
    Alpha (against Standard Index)-6.21N/A
    Beta (against Standard Index)1.13N/A
    Mean Annual Return-0.61N/A
    R-squared (against Standard Index)87.91N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-9.35N/A