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

-NYSEArca
48.87 Down 0.02(0.04%) 4:00PM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGSCCategory
Alpha (against Standard Index)-1.31N/A
Beta (against Standard Index)1.04N/A
Mean Annual Return-0.27N/A
R-squared (against Standard Index)79.50N/A
Standard Deviation18.10N/A
Sharpe Ratio-0.18N/A
5 Years
StatisticGSCCategory
Alpha (against Standard Index)-2.53N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return0.71N/A
R-squared (against Standard Index)80.68N/A
Standard Deviation19.73N/A
Sharpe Ratio0.43N/A