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iShares Gold Trust (IAU)

-NYSEArca
11.29 Down 0.31(2.67%) Nov 28, 1:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIAUCategory
Alpha (against Standard Index)-7.72N/A
Beta (against Standard Index)0.90N/A
Mean Annual Return-0.94N/A
R-squared (against Standard Index)33.00N/A
Standard Deviation19.97N/A
Sharpe Ratio-0.57N/A
5 Years
StatisticIAUCategory
Alpha (against Standard Index)1.80N/A
Beta (against Standard Index)0.68N/A
Mean Annual Return0.34N/A
R-squared (against Standard Index)27.86N/A
Standard Deviation20.48N/A
Sharpe Ratio0.20N/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