GLTR - ETFS Physical PM Basket

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsGLTRCategory Average
5 YearsGLTRCategory Average
10 YearsGLTRCategory Average
Alpha
3.482.3
-2.720.51
010.03
Beta
0.20.32
0.450.58
00.64
Mean Annual Return
0.1-0.2
-0.63-0.35
00.83
R-squared
4.357.78
13.2616.64
024.88
Standard Deviation
15.8619.57
18.2222.66
024.61
Sharpe Ratio
0.05-0.12
-0.42-0.19
00.39
Treynor Ratio
-1.83-12.56
-19.9-11.65
011.76