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ETFS Physical Swiss Gold (SGOL)

NYSEArca - NYSEArca Delayed price. Currency in USD
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22.73-0.42 (-1.81%)
At close: 04:00PM EDT
22.82 +0.09 (+0.40%)
After hours: 07:57PM EDT

Risk statistics

3 yearsSGOLCategory average
5 yearsSGOLCategory average
10 yearsSGOLCategory average
Alpha
5.891.34
9.773.3
5.351.78
BETA
0.140.63
0.120.78
0.190.87
Mean annual return
0.810.63
1.060.84
0.540.13
R-squared
2.4321.54
1.7724.46
3.8226.74
Standard deviation
14.0621.76
14.725.05
13.6923.89
Sharpe ratio
0.470.25
0.720.4
0.360.04
Treynor ratio
42.059.94
82.6323.88
22.33-0.19