GLD - SPDR Gold Shares

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsGLDCategory Average
5 YearsGLDCategory Average
10 YearsGLDCategory Average
Alpha
4.922.3
2.160.51
4.3110.03
Beta
0.020.32
0.150.58
0.40.64
Mean Annual Return
0.52-0.2
0.13-0.35
0.390.83
R-squared
0.067.78
3.3216.64
15.1824.88
Standard Deviation
12.7919.57
12.7722.66
16.7824.61
Sharpe Ratio
0.39-0.12
0.06-0.19
0.250.39
Treynor Ratio
178.04-12.56
0.03-11.65
7.1511.76