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iPath S&P GSCI Total Return Index ETN (GSP)

NYSEArca - Nasdaq Real-time price. Currency in USD
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19.660.00 (0.00%)
At close: 12:22PM EDT

Risk statistics

3 yearsGSPCategory average
5 yearsGSPCategory average
10 yearsGSPCategory average
Alpha
8.832.17
1.011.35
0.811.23
BETA
1.30.94
1.680.99
1.621.04
Mean annual return
2.570.97
0.610.73
-0.10.05
R-squared
75.1988.05
70.4186.6
72.4287.89
Standard deviation
24.6315.72
32.417.03
27.0915.88
Sharpe ratio
1.180.55
0.180.39
-0.08-0.05
Treynor ratio
23.318.7
0.095.61
-3.7-2.01