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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
2.03
1.01
1.16
0.81
1.28
BETA
1.3
0.94
1.68
1
1.62
1.04
Mean annual return
2.57
0.82
0.61
0.77
-0.1
0.06
R-squared
75.19
87.3
70.41
86.55
72.42
87.9
Standard deviation
24.63
15.18
32.4
17.07
27.09
15.86
Sharpe ratio
1.18
0.44
0.18
0.42
-0.08
-0.05
Treynor ratio
23.31
6.44
0.09
6.04
-3.7
-1.99
Data disclaimer
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