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

NYSEArca - NYSEArca Delayed Price. Currency in USD
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23.79-0.44 (-1.82%)
At close: 04:00PM EDT
23.80 +0.01 (+0.04%)
After hours: 06:30PM EDT

Risk statistics

3 yearsGSGCategory average
5 yearsGSGCategory average
10 yearsGSGCategory average
Alpha
-9.26-2.82
-2.12-2.23
-1.63-4.82
BETA
1.590.89
1.520.94
1.41.06
Mean annual return
1.79-1.34
1.22-0.83
0.05-0.46
R-squared
81.5988.8
76.3488.67
7690.97
Standard deviation
29.1516.25
24.8716.12
22.0121.98
Sharpe ratio
4.18-0.98
4.49-0.62
3.07-0.28
Treynor ratio
11.21-18.01
7.12-11.47
-1.8-7.93