GLD - SPDR® Gold Shares

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsGLDCategory Average
5 YearsGLDCategory Average
10 YearsGLDCategory Average
Alpha
4.082.3
-0.590.51
6.2410.03
Beta
0.220.32
0.310.58
0.40.64
Mean Annual Return
0.35-0.2
-0.24-0.35
0.40.83
R-squared
5.687.78
8.0316.64
15.9824.88
Standard Deviation
13.6819.57
16.0122.66
18.5924.61
Sharpe Ratio
0.26-0.12
-0.2-0.19
0.240.39
Treynor Ratio
12.1-12.56
-14.42-11.65
7.0711.76