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GSG: iShares S&P GSCI Commodity-Indexed Trust (ETF)
Basic Info 22.71 0.18(0.80%) April 25
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 04/24/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 07/21/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.9 | 13.2 | 13.5 | 15.5 | 6.4 | -3.8 | -0.7 | -4.3 | -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 | 3.18 | 0.31 | 0.55 | 0.19 | -0.22 | NA | -0.22 | -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 | 4.1 | 14.9 | 29.1 | 52.8 | 76.9 | NA | 89.6 | 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 | 13.2 | 17.7 | 24.1 | 25.4 | 22.5 | NA | 23.9 | 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 | 0.37 | 0.05 | 0.11 | 0.04 | -0.04 | NA | -0.05 | -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 | 0.06 | 0.03 | 0.01 | -0.01 | -0.01 | NA | -0.02 | -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 | 1.14 | 1.19 | 1.15 | 1.21 | 1.21 | NA | 1.13 | 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 | 0.89 | 0.94 | 0.95 | 0.91 | 0.92 | NA | 0.86 | 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 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/21/2006
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