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ETFS Physical Swiss Gold (SGOL)

-NYSEArca
117.38 Down 0.19(0.16%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSGOLCategory
Alpha (against Standard Index)-8.16N/A
Beta (against Standard Index)0.87N/A
Mean Annual Return-0.97N/A
R-squared (against Standard Index)35.08N/A
Standard Deviation18.81N/A
Sharpe Ratio-0.62N/A
5 Years
StatisticSGOLCategory
Alpha (against Standard Index)1.50N/A
Beta (against Standard Index)0.69N/A
Mean Annual Return0.31N/A
R-squared (against Standard Index)30.52N/A
Standard Deviation19.65N/A
Sharpe Ratio0.19N/A
10 Years
StatisticSGOLCategory
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