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Australia markets close in 2 hours 53 minutes
ALL ORDS
7,840.30
-91.70
(-1.16%)
ASX 200
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(-1.12%)
AUD/USD
0.6471
-0.0008
(-0.13%)
OIL
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GOLD
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Bitcoin AUD
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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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19.66
0.00
(0.00%)
At close: 12:22PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
GSP
Category average
5 years
GSP
Category average
10 years
GSP
Category average
Alpha
8.83
2.17
1.01
1.35
0.81
1.23
BETA
1.3
0.94
1.68
0.99
1.62
1.04
Mean annual return
2.57
0.97
0.61
0.73
-0.1
0.05
R-squared
75.19
88.05
70.41
86.6
72.42
87.89
Standard deviation
24.63
15.72
32.4
17.03
27.09
15.88
Sharpe ratio
1.18
0.55
0.18
0.39
-0.08
-0.05
Treynor ratio
23.31
8.7
0.09
5.61
-3.7
-2.01
Data disclaimer
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