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GSP: iPath S&P GSCI Total Return ETN (ETF)
Basic Info
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (92%) |
| Start Date: | 06/07/2006 |
| Last Dividend Date: | 06/07/2017 |
| 12-Mo. Yield | 0.00% |
| Expenses | 0.75% |
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Performance Analytics (As of 07/21/2023)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/07/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | -13.1 | 28.3 | 3.8 | -5.2 | -8.1 | -5.2 | -9.3 | 29.6 | 52.0 | -29.3 | 20.0 | -16.5 | 6.0 | 12.7 | -38.3 | -35.2 | -2.1 | -1.4 | -1.4 | 8.4 | 15.2 | -48.4 | 31.6 | -18.0 |
| Sharpe Ratio | NA | -0.67 | 0.91 | 0.08 | -0.22 | NA | -0.22 | -0.96 | 0.74 | 2.06 | -0.64 | 0.88 | -0.85 | 0.3 | 0.45 | -1.43 | -2.24 | -0.17 | -0.08 | -0.06 | 0.36 | 0.44 | -1.21 | 1.45 | -1.67 |
| Draw Down(%) | NA | 23.0 | 32.5 | 67.8 | 83.1 | NA | 92.4 | 15.6 | 27.4 | 15.4 | 62.8 | 15.7 | 30.2 | 18.8 | 18.7 | 41.2 | 39.6 | 13.2 | 23.2 | 25.3 | 19.9 | 29.1 | 67.4 | 10.6 | 23.3 |
| Standard Deviation(%) | NA | 24.8 | 29.6 | 32.3 | 27.4 | NA | 27.1 | 21.7 | 38.4 | 25.2 | 46.2 | 21.3 | 20.9 | 17.7 | 27.6 | 26.9 | 15.7 | 13.0 | 18.0 | 24.6 | 22.8 | 34.5 | 40.8 | 19.9 | 19.8 |
| Treynor Ratio | NA | -0.14 | 0.2 | 0.02 | -0.04 | NA | -0.05 | -0.19 | 0.21 | 0.42 | -0.16 | 0.12 | -0.13 | 0.04 | 0.08 | -0.26 | -0.27 | -0.02 | -0.01 | -0.01 | 0.07 | 0.13 | -0.46 | 0.3 | -0.4 |
| Alpha | NA | -0.03 | -0.01 | -0.02 | -0.01 | NA | -0.02 | -0.05 | 0.02 | 0.0 | -0.05 | 0.03 | 0.01 | 0.0 | -0.05 | 0.0 | 0.0 | 0.03 | -0.02 | 0.01 | -0.02 | -0.01 | -0.08 | 0.03 | -0.11 |
| Beta | NA | 1.2 | 1.32 | 1.45 | 1.43 | NA | 1.25 | 1.12 | 1.37 | 1.24 | 1.84 | 1.5 | 1.35 | 1.3 | 1.48 | 1.46 | 1.29 | 1.14 | 1.17 | 1.14 | 1.11 | 1.18 | 1.08 | 0.94 | 0.82 |
| RSquared | NA | 0.88 | 0.9 | 0.83 | 0.85 | NA | 0.84 | 0.76 | 0.91 | 0.95 | 0.77 | 0.92 | 0.88 | 0.83 | 0.92 | 0.93 | 0.9 | 0.87 | 0.93 | 0.92 | 0.91 | 0.88 | 0.87 | 0.75 | 0.62 |
| Yield(%) | N/A | 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/07/2006
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See COMMODITIES BROAD BASKET Asset Class Trend Rankings |
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