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    iShares S&P GSCI Commodity Indexed Trust (GSG)

    -NYSEArca
    17.46 Down 0.24(1.36%) Sep 4, 3:59PM EDT

    Risk as of Aug 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticGSGCategory
    Alpha (against Standard Index)-1.20N/A
    Beta (against Standard Index)1.18N/A
    Mean Annual Return-1.64N/A
    R-squared (against Standard Index)91.26N/A
    Standard Deviation18.34N/A
    Sharpe Ratio-1.07N/A
    5 Years
    StatisticGSGCategory
    Alpha (against Standard Index)-3.49N/A
    Beta (against Standard Index)1.08N/A
    Mean Annual Return-0.54N/A
    R-squared (against Standard Index)89.01N/A
    Standard Deviation19.90N/A
    Sharpe Ratio-0.33N/A
    10 Years
    StatisticGSGCategory
    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