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iShares Gold Trust (IAU)

-NYSEArca
12.10 Up 0.06(0.50%) 11:48AM EST - Nasdaq Real Time Price

Risk as of Jan 30, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIAUCategory
Alpha (against Standard Index)2.34N/A
Beta (against Standard Index)0.19N/A
Mean Annual Return-0.01N/A
R-squared (against Standard Index)4.74N/A
Standard Deviation15.15N/A
Sharpe Ratio-0.02N/A
5 Years
StatisticIAUCategory
Alpha (against Standard Index)-3.29N/A
Beta (against Standard Index)0.34N/A
Mean Annual Return-0.51N/A
R-squared (against Standard Index)10.42N/A
Standard Deviation16.71N/A
Sharpe Ratio-0.37N/A
10 Years
StatisticIAUCategory
Alpha (against Standard Index)7.79N/A
Beta (against Standard Index)0.44N/A
Mean Annual Return0.66N/A
R-squared (against Standard Index)18.98N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio12.16N/A