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iShares S&P GSCI Commodity-Indexed Trust (GSG)
NYSEArca - NYSEArca Delayed price. Currency in USD
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21.83
-0.44
(-1.98%)
At close: 04:00PM EDT
21.80
-0.03
(-0.14%)
After hours:
06:26PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
GSG
Category average
5 years
GSG
Category average
10 years
GSG
Category average
Alpha
6.72
2.17
0.4
1.35
-0.05
1.23
BETA
1.09
0.94
1.36
0.99
1.37
1.04
Mean annual return
1.44
0.97
0.82
0.73
-0.12
0.05
R-squared
79.46
88.05
75.28
86.6
75.57
87.89
Standard deviation
19.24
15.72
25.1
17.03
22.48
15.88
Sharpe ratio
0.74
0.55
0.3
0.39
-0.13
-0.05
Treynor ratio
12.58
8.7
3.33
5.61
-3.93
-2.01
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