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iShares S&P GSCI Commodity-Indexed Trust ETF , GSG

22.25 -0.32 -1.42%
07/08/2024 10:15 PM NYA


NAV

22.5464
Nav
07/05/2024
Last Update

Ratings

Morningstar Rating
n/a
Sustainability Rating

Key Data

iShares
Issuer
S&P GSCI
Benchmark
1.10 B
Net Asset
USD
Currency
0.83 %
TER
07/10/2006
Inception
Yes
Distributing
Commodities Broad Basket
Type
United States
Applied In
US46428R1077
ISIN
GSG
Symbol

Asset Allocation Top Instruments

Asset Allocation Top Holdings

Performance

Name %
Performance Current Year 12.26
Performance since Inception -54.04
High 1 Year 22.87
Maximum Loss 1 Year -10.91
Name %
Alpha 1 Year -0.97
Alpha 10 Years -1.06
Alpha 15 Years -1.07
Alpha 3 Years -1.21
Alpha 5 Years -1.04
Average Gain 1 Year 3.36
Average Gain 10 Years 4.52
Average Gain 15 Years 4.07
Average Gain 3 Years 5.12
Average Gain 5 Years 5.55
Average Loss 1 Year -3.32
Average Loss 10 Years -5.38
Average Loss 15 Years -5.05
Average Loss 3 Years -3.62
Average Loss 5 Years -5.19
Batting Average 1 Year 0.00
Batting Average 10 Years 20.00
Batting Average 15 Years 24.44
Batting Average 3 Years 2.78
Batting Average 5 Years 6.67
Beta 1 Year 0.99
Beta 10 Years 1.00
Beta 15 Years 1.00
Beta 3 Years 1.00
Beta 5 Years 1.00
Capture Ratio Down 1 Year 101.69
Capture Ratio Down 10 Years 100.95
Capture Ratio Down 15 Years 101.38
Capture Ratio Down 3 Years 102.59
Capture Ratio Down 5 Years 101.34
Capture Ratio Up 1 Year 97.02
Capture Ratio Up 10 Years 97.38
Capture Ratio Up 15 Years 97.38
Capture Ratio Up 3 Years 97.88
Capture Ratio Up 5 Years 98.11
Correlation 1 Year 100.00
Correlation 10 Years 99.96
Correlation 15 Years 99.87
Correlation 3 Years 100.00
Correlation 5 Years 100.00
High 1 Year 22.87
Information Ratio 1 Year -9.48
Information Ratio 10 Years -1.51
Information Ratio 15 Years -1.03
Information Ratio 3 Years -7.06
Information Ratio 5 Years -5.34
Low 1 Year 19.36
Maximum Loss 1 Year -10.91
Maximum Loss 10 Years -74.96
Maximum Loss 15 Years -78.34
Maximum Loss 3 Years -25.22
Maximum Loss 5 Years -47.84
Performance Current Year 12.26
Performance since Inception -54.04
Risk adjusted Return 10 Years -10.79
Risk adjusted Return 3 Years 5.05
Risk adjusted Return 5 Years -2.04
Risk adjusted Return Since Inception -4.99
R-Squared (R²) 1 Year 100.00
R-Squared (R²) 10 Years 99.92
R-Squared (R²) 15 Years 99.75
R-Squared (R²) 3 Years 99.99
R-Squared (R²) 5 Years 99.99
Sortino Ratio 1 Year 1.49
Sortino Ratio 10 Years -0.18
Sortino Ratio 15 Years -0.05
Sortino Ratio 3 Years 0.88
Sortino Ratio 5 Years 0.47
Tracking Error 1 Year 0.12
Tracking Error 10 Years 0.66
Tracking Error 15 Years 1.04
Tracking Error 3 Years 0.19
Tracking Error 5 Years 0.21
Trailing Performance 1 Month 4.44
Trailing Performance 1 Week 1.59
Trailing Performance 1 Year 13.17
Trailing Performance 10 Years -32.15
Trailing Performance 2 Years 0.35
Trailing Performance 3 Months -1.39
Trailing Performance 3 Years 43.52
Trailing Performance 4 Years 112.10
Trailing Performance 5 Years 44.44
Trailing Performance 6 Months 10.91
Trailing Return 1 Month 1.32
Trailing Return 1 Year 13.83
Trailing Return 10 Years -4.13
Trailing Return 15 Years -1.97
Trailing Return 2 Months -0.64
Trailing Return 2 Years -1.88
Trailing Return 3 Months 0.40
Trailing Return 3 Years 11.34
Trailing Return 4 Years 21.07
Trailing Return 5 Years 7.14
Trailing Return 6 Months 10.50
Trailing Return 6 Years 3.62
Trailing Return 7 Years 6.85
Trailing Return 8 Years 4.57
Trailing Return 9 Months -1.56
Trailing Return 9 Years 0.52
Trailing Return Since Inception -4.32
Trailing Return YTD - Year to Date 10.50
Treynor Ratio 1 Year 11.63
Treynor Ratio 10 Years -5.66
Treynor Ratio 15 Years -3.09
Treynor Ratio 3 Years 9.11
Treynor Ratio 5 Years 5.54

Historical Prices for iShares S&P GSCI Commodity-Indexed Trust

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Sustainability Rating

No Rating available
Rating vs. Category
Commodities
Category

Investment Policy

The investment seeks to track the results of a fully collateralized investment in futures contracts on the S&P GSCI™ Total Return Index. The Trust holds long positions in index futures that have settlement values at expiration based on the level of the S&P GSCI-ER at that time, and earning interest on its non-cash Collateral Assets used to satisfy applicable margin requirements on those index futures positions. The index reflects the return of the S&P GSCI-ER, together with the return on specified U.S. Treasury securities that are deemed to have been held to collateralize a hypothetical long position in the futures contracts comprising the S&P GSCI™.

Terms

Initial minimum savings amount
Distribution Distributing

funds category comparison

Name 1y Perf.
PIMCO CommoditiesPLUS® Strategy Fund Class C 14.10
Harbor Commodity All-Weather Strategy ETF 14.47
PIMCO CommoditiesPLUS® Strategy Fund Class A 14.95
PIMCO CommoditiesPLUS® Strategy Fund Class I-2 15.33
PIMCO CommoditiesPLUS® Strategy Fund Institutional Class 15.34

Investment Trust

Name iShares
Address iShares
Zip Code 94105
Website http://www.ishares.com