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iShares Gold Trust (IAU)

-NYSEArca
11.92 Down 0.02(0.17%) Oct 24, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIAUCategory
Alpha (against Standard Index)-6.85N/A
Beta (against Standard Index)0.91N/A
Mean Annual Return-0.65N/A
R-squared (against Standard Index)35.11N/A
Standard Deviation20.29N/A
Sharpe Ratio-0.38N/A
5 Years
StatisticIAUCategory
Alpha (against Standard Index)2.34N/A
Beta (against Standard Index)0.68N/A
Mean Annual Return0.46N/A
R-squared (against Standard Index)27.69N/A
Standard Deviation20.41N/A
Sharpe Ratio0.27N/A
10 Years
StatisticIAUCategory
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