GLD - SPDR Gold Shares

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsGLDCategory Average
5 YearsGLDCategory Average
10 YearsGLDCategory Average
Alpha
3.022.3
2.760.51
6.4410.03
Beta
0.270.32
0.250.58
0.410.64
Mean Annual Return
0.23-0.2
0.13-0.35
0.360.83
R-squared
7.227.78
7.0416.64
16.6424.88
Standard Deviation
13.919.57
14.122.66
18.4624.61
Sharpe Ratio
0.14-0.12
0.08-0.19
0.210.39
Treynor Ratio
3.97-12.56
0.39-11.65
5.4811.76