GSG - iShares S&P GSCI Commodity-Indexed Trust

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsGSGCategory Average
5 YearsGSGCategory Average
10 YearsGSGCategory Average
Alpha
0.7-2.82
-1.4-2.23
-3.36-4.82
Beta
1.250.89
1.230.94
1.121.06
Mean Annual Return
0.02-1.34
-1.15-0.83
-0.42-0.46
R-squared
89.9788.8
93.8588.67
88.3490.97
Standard Deviation
15.4916.25
19.5116.12
18.4521.98
Sharpe Ratio
-0.07-0.98
-0.75-0.62
-0.3-0.28
Treynor Ratio
-1.86-18.01
-12.56-11.47
-6.29-7.93