GLD - SPDR Gold Shares

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsGLDCategory Average
5 YearsGLDCategory Average
10 YearsGLDCategory Average
Alpha
0.962.3
1.320.51
4.0410.03
Beta
0.010.32
0.110.58
0.390.64
Mean Annual Return
0.2-0.2
0.09-0.35
0.310.83
R-squared
0.017.78
1.7416.64
13.724.88
Standard Deviation
10.4919.57
12.422.66
16.3624.61
Sharpe Ratio
0.09-0.12
0.01-0.19
0.20.39
Treynor Ratio
40.11-12.56
-5.4-11.65
5.0611.76