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GSG: iShares S&P GSCI Commodity Indexed Trust (ETF)
Basic Info 22.82 0.08(0.35%) January 22
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (100%) |
| Start Date: | 07/21/2006 |
| Last Dividend Date: | 06/07/2017 |
| 12-Mo. Yield | 0.00% |
| Expenses | 0.75% |
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Performance Analytics (As of 01/22/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 07/21/2006 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.1 | 4.8 | 11.3 | 7.2 | 7.5 | 1.6 | -1.8 | -4.1 | 6.8 | -5.5 | 24.1 | 38.8 | -23.9 | 15.6 | -13.9 | 3.9 | 10.1 | -34.1 | -33.0 | -1.8 | -0.6 | -3.3 | 7.2 | 11.2 | -45.8 | 31.6 | -18.6 |
| Sharpe Ratio | NA | 12.01 | 0.5 | 0.16 | 0.21 | 0.0 | NA | -0.22 | 0.01 | -0.5 | 0.71 | 1.87 | -0.73 | 0.81 | -0.87 | 0.23 | 0.43 | -1.44 | -2.37 | -0.15 | -0.04 | -0.14 | 0.32 | 0.32 | -1.11 | 1.41 | -2.06 |
| Draw Down(%) | NA | 1.1 | 13.1 | 29.1 | 50.2 | 63.8 | NA | 89.6 | 13.1 | 14.9 | 24.6 | 13.1 | 52.0 | 13.3 | 26.0 | 15.8 | 16.0 | 36.5 | 37.1 | 12.6 | 21.9 | 24.4 | 20.3 | 29.2 | 65.8 | 10.4 | 23.1 |
| Standard Deviation(%) | NA | 19.1 | 15.6 | 23.4 | 25.2 | 22.5 | NA | 23.7 | 15.5 | 19.7 | 32.0 | 20.7 | 32.8 | 17.6 | 17.5 | 14.5 | 22.9 | 23.7 | 13.9 | 12.6 | 17.3 | 24.0 | 21.9 | 34.9 | 41.8 | 20.4 | 19.7 |
| Treynor Ratio | NA | 1.91 | 0.09 | 0.03 | 0.04 | 0.0 | NA | -0.05 | 0.0 | -0.09 | 0.19 | 0.38 | -0.17 | 0.12 | -0.13 | 0.03 | 0.08 | -0.26 | -0.29 | -0.02 | -0.01 | -0.03 | 0.07 | 0.1 | -0.43 | 0.33 | -0.49 |
| Alpha | NA | -0.02 | 0.0 | 0.01 | -0.01 | -0.01 | NA | -0.02 | 0.03 | -0.01 | 0.01 | -0.01 | -0.06 | 0.02 | 0.01 | -0.01 | -0.04 | 0.0 | -0.01 | 0.03 | -0.02 | 0.0 | -0.02 | -0.02 | -0.06 | 0.03 | -0.14 |
| Beta | NA | 1.2 | 0.89 | 1.13 | 1.17 | 1.19 | NA | 1.13 | 1.07 | 1.08 | 1.18 | 1.03 | 1.38 | 1.23 | 1.14 | 1.13 | 1.24 | 1.29 | 1.14 | 1.09 | 1.12 | 1.11 | 1.05 | 1.1 | 1.08 | 0.88 | 0.83 |
| RSquared | NA | 0.97 | 0.75 | 0.92 | 0.89 | 0.91 | NA | 0.86 | 0.93 | 0.86 | 0.96 | 0.96 | 0.86 | 0.91 | 0.9 | 0.93 | 0.94 | 0.94 | 0.89 | 0.84 | 0.92 | 0.93 | 0.89 | 0.75 | 0.83 | 0.62 | 0.63 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/21/2006
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