GLD - SPDR Gold Shares

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsGLDCategory Average
5 YearsGLDCategory Average
10 YearsGLDCategory Average
Alpha
5.572.3
3.980.51
3.4110.03
Beta
-0.040.32
0.070.58
0.350.64
Mean Annual Return
0.61-0.2
0.39-0.35
0.260.83
R-squared
0.187.78
0.6516.64
11.4324.88
Standard Deviation
10.1419.57
12.8722.66
16.1424.61
Sharpe Ratio
0.55-0.12
0.28-0.19
0.150.39
Treynor Ratio
-137.77-12.56
40.66-11.65
3.4211.76