GLD - SPDR Gold Shares

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsGLDCategory Average
5 YearsGLDCategory Average
10 YearsGLDCategory Average
Alpha
0.612.3
2.660.51
5.2310.03
Beta
0.060.32
0.120.58
0.40.64
Mean Annual Return
0.18-0.2
0.21-0.35
0.430.83
R-squared
0.347.78
2.1216.64
13.9524.88
Standard Deviation
10.4219.57
12.7522.66
16.5224.61
Sharpe Ratio
0.06-0.12
0.12-0.19
0.280.39
Treynor Ratio
2.72-12.56
6.23-11.65
8.411.76