IAU - iShares Gold Trust

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsIAUCategory Average
5 YearsIAUCategory Average
10 YearsIAUCategory Average
Alpha
12.3
2.330.51
5.3710.03
Beta
0.020.32
0.130.58
0.40.64
Mean Annual Return
0.2-0.2
0.16-0.35
0.450.83
R-squared
0.057.78
2.4516.64
13.5924.88
Standard Deviation
10.4319.57
12.7922.66
16.9624.61
Sharpe Ratio
0.09-0.12
0.08-0.19
0.290.39
Treynor Ratio
22.54-12.56
1.67-11.65
8.6611.76