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ETFS Physical Swiss Gold ETF (SGOL)

-NYSEArca
126.30 Down 0.14(0.11%) Aug 29, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSGOLCategory
Alpha (against Standard Index)-4.21N/A
Beta (against Standard Index)0.89N/A
Mean Annual Return-0.51N/A
R-squared (against Standard Index)41.04N/A
Standard Deviation21.04N/A
Sharpe Ratio-0.29N/A
5 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 DeviationNaNN/A
Sharpe RatioNaNN/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