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GS Connect S&P GSCI Enh Commodity TR ETN (GSC)

-NYSEArca
39.74 Down 0.60(1.49%) 4:00PM EDT
- Nasdaq Real Time Price

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGSCCategory
Alpha (against Standard Index)0.99N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return-0.09N/A
R-squared (against Standard Index)73.27N/A
Standard Deviation17.00N/A
Sharpe Ratio-0.06N/A
5 Years
StatisticGSCCategory
Alpha (against Standard Index)-1.41N/A
Beta (against Standard Index)1.02N/A
Mean Annual Return0.42N/A
R-squared (against Standard Index)76.10N/A
Standard Deviation18.24N/A
Sharpe Ratio0.27N/A
10 Years
StatisticGSCCategory
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