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