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S&P/TSX
21,843.08
+114.53
(+0.53%)
S&P 500
5,048.76
+30.37
(+0.61%)
DOW
38,123.70
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(+0.58%)
CAD/USD
0.7308
+0.0027
(+0.37%)
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NYSEArca - Nasdaq Real Time Price. Currency in USD
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21.88
+0.05
(+0.21%)
As of 01:21PM EDT. Market open.
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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