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iShares S&P GSCI Commodity-Indexed Trust (GSG)

NYSEArca - NYSEArca Delayed price. Currency in USD
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22.67-0.04 (-0.18%)
At close: 04:00PM EDT
22.64 -0.03 (-0.13%)
After hours: 06:14PM EDT

Risk statistics

3 yearsGSGCategory average
5 yearsGSGCategory average
10 yearsGSGCategory average
Alpha
6.722.17
0.41.35
-0.051.23
BETA
1.090.94
1.360.99
1.371.04
Mean annual return
1.440.97
0.820.73
-0.120.05
R-squared
79.4688.05
75.2886.6
75.5787.89
Standard deviation
19.2415.72
25.117.03
22.4815.88
Sharpe ratio
0.740.55
0.30.39
-0.13-0.05
Treynor ratio
12.588.7
3.335.61
-3.93-2.01