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

-NYSEArca
47.77 Up 0.25(0.53%) Jul 25, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGSCCategory
Alpha (against Standard Index)-0.39N/A
Beta (against Standard Index)1.02N/A
Mean Annual Return0.05N/A
R-squared (against Standard Index)76.83N/A
Standard Deviation17.18N/A
Sharpe Ratio0.03N/A
5 Years
StatisticGSCCategory
Alpha (against Standard Index)-2.67N/A
Beta (against Standard Index)1.06N/A
Mean Annual Return0.46N/A
R-squared (against Standard Index)78.05N/A
Standard Deviation18.24N/A
Sharpe Ratio0.30N/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