IAU - iShares Gold Trust

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsIAUCategory Average
5 YearsIAUCategory Average
10 YearsIAUCategory Average
Alpha
0.332.3
0.930.51
4.0810.03
Beta
0.070.32
0.120.58
0.420.64
Mean Annual Return
0.16-0.2
0.05-0.35
0.380.83
R-squared
0.687.78
2.0616.64
15.7924.88
Standard Deviation
11.2319.57
12.4622.66
17.1524.61
Sharpe Ratio
0.06-0.12
-0.02-0.19
0.240.39
Treynor Ratio
0.07-12.56
-8.48-11.65
6.4611.76