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Market Vectors Gold Miners ETF (GDX)

-NYSEArca
18.36 Down 1.74(8.66%) Nov 28, 1:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGDXCategory
Alpha (against Standard Index)-42.76N/A
Beta (against Standard Index)0.73N/A
Mean Annual Return-2.78N/A
R-squared (against Standard Index)5.47N/A
Standard Deviation33.80N/A
Sharpe Ratio-0.99N/A
5 Years
StatisticGDXCategory
Alpha (against Standard Index)-16.46N/A
Beta (against Standard Index)0.44N/A
Mean Annual Return-0.96N/A
R-squared (against Standard Index)3.76N/A
Standard Deviation33.07N/A
Sharpe Ratio-0.35N/A
10 Years
StatisticGDXCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A