SGOL - ETFS Physical Swiss Gold

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsSGOLCategory Average
5 YearsSGOLCategory Average
10 YearsSGOLCategory Average
Alpha
3.362.3
-2.340.51
010.03
Beta
0.10.32
0.320.58
00.64
Mean Annual Return
0.2-0.2
-0.47-0.35
00.83
R-squared
1.417.78
8.2116.64
024.88
Standard Deviation
14.2819.57
16.122.66
024.61
Sharpe Ratio
0.14-0.12
-0.36-0.19
00.39
Treynor Ratio
10.34-12.56
-21.89-11.65
011.76