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

NYSEArca - NYSEArca Delayed price. Currency in USD
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21.99-0.14 (-0.63%)
At close: 04:00PM EDT
21.93 -0.06 (-0.27%)
After hours: 05:58PM EDT

Risk statistics

3 yearsGSGCategory average
5 yearsGSGCategory average
10 yearsGSGCategory average
Alpha
6.332.03
-0.771.16
-0.031.28
BETA
1.10.94
1.361
1.371.04
Mean annual return
1.240.82
0.790.77
-0.110.06
R-squared
78.1287.3
75.4486.55
75.5987.9
Standard deviation
18.8215.18
25.0817.07
22.4815.86
Sharpe ratio
0.620.44
0.290.42
-0.13-0.05
Treynor ratio
9.946.44
3.036.04
-3.94-1.99