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
1.22-2.82
-2.28-2.23
-3.44-4.82
Beta
1.280.89
1.250.94
1.131.06
Mean Annual Return
0.13-1.34
-0.96-0.83
-0.41-0.46
R-squared
91.3788.8
94.2988.67
89.0690.97
Standard Deviation
14.816.25
19.5316.12
18.5821.98
Sharpe Ratio
0-0.98
-0.64-0.62
-0.3-0.28
Treynor Ratio
-0.86-18.01
-10.96-11.47
-6.24-7.93