IAU - iShares Gold Trust

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsIAUCategory Average
5 YearsIAUCategory Average
10 YearsIAUCategory Average
Alpha
5.722.3
4.130.51
3.5810.03
Beta
-0.040.32
0.070.58
0.360.64
Mean Annual Return
0.62-0.2
0.4-0.35
0.270.83
R-squared
0.187.78
0.6516.64
11.1824.88
Standard Deviation
10.1419.57
12.8722.66
16.5124.61
Sharpe Ratio
0.57-0.12
0.29-0.19
0.160.39
Treynor Ratio
-141.94-12.56
42.91-11.65
3.6311.76