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SPDR S&P Global Natural Resources ETF (GNR)

NYSEArca - Nasdaq Real-time price. Currency in USD
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57.74+0.45 (+0.79%)
As of 12:12PM EDT. Market open.

Risk statistics

3 yearsGNRCategory average
5 yearsGNRCategory average
10 yearsGNRCategory average
Alpha
3.071.54
-2.12-0.2
-3.68-3.56
BETA
0.911.08
1.11.21
1.131.22
Mean annual return
0.890.84
0.911.15
0.570.63
R-squared
52.6459.78
69.9870.72
66.5565.2
Standard deviation
20.623.81
23.3526.01
20.3922.79
Sharpe ratio
0.380.29
0.370.45
0.260.28
Treynor ratio
6.575.16
5.717.28
2.943.04