GLD - SPDR Gold Shares

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsGLDCategory Average

5 YearsGLDCategory Average

10 YearsGLDCategory Average

Alpha

1.682.3

-1.320.51

6.4110.03

Beta

0.190.32

0.20.58

0.410.64

Mean Annual Return

0.2-0.2

-0.21-0.35

0.410.83

R-squared

3.217.78

4.8216.64

15.8124.88

Standard Deviation

13.3819.57

13.0922.66

18.2224.61

Sharpe Ratio

0.11-0.12

-0.23-0.19

0.250.39

Treynor Ratio

3.49-12.56

-19.32-11.65

7.3511.76