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iPath® S&P GSCI® Crude Oil Total Return Index ETN (OIL)

NYSEArca - Nasdaq Real-time price. Currency in USD
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28.42+0.27 (+0.96%)
At close: 10:08AM EDT

Risk statistics

3 yearsOILCategory average
5 yearsOILCategory average
10 yearsOILCategory average
Alpha
11.151.34
6.543.3
4.391.78
BETA
1.340.63
1.770.78
1.770.87
Mean annual return
2.820.63
1.090.84
0.170.13
R-squared
53.3921.54
53.524.46
56.5826.74
Standard deviation
30.1821.76
39.2225.05
33.4623.89
Sharpe ratio
1.060.25
0.290.4
0.030.04
Treynor ratio
24.099.94
2.2223.88
-2.57-0.19