23.29 +0.26 +1.13%
08/24/2022 10:15 PM NYA


Asset Allocation Top Instruments

Asset Allocation Top Countries

Asset Allocation Top Holdings

Performance

Name %
Performance Current Year 31.99
Performance since Inception -53.99
High 1 Year 26.30
Maximum Loss 1 Year -10.87
Name %
Alpha 1 Year -1.21
Alpha 10 Years -1.00
Alpha 15 Years -0.98
Alpha 3 Years -0.93
Alpha 5 Years -0.98
Average Gain 1 Year 7.32
Average Gain 10 Years 4.27
Average Gain 15 Years 4.49
Average Gain 3 Years 6.34
Average Gain 5 Years 5.04
Average Loss 1 Year -5.39
Average Loss 10 Years -5.32
Average Loss 15 Years -6.05
Average Loss 3 Years -7.62
Average Loss 5 Years -6.72
Batting Average 1 Year 8.33
Batting Average 10 Years 24.17
Batting Average 15 Years 31.67
Batting Average 3 Years 11.11
Batting Average 5 Years 16.67
Beta 1 Year 1.00
Beta 10 Years 1.00
Beta 15 Years 0.99
Beta 3 Years 1.00
Beta 5 Years 0.99
Capture Ratio Down 1 Year 101.74
Capture Ratio Down 10 Years 101.18
Capture Ratio Down 15 Years 100.47
Capture Ratio Down 3 Years 100.58
Capture Ratio Down 5 Years 100.67
Capture Ratio Up 1 Year 98.48
Capture Ratio Up 10 Years 97.72
Capture Ratio Up 15 Years 97.33
Capture Ratio Up 3 Years 98.37
Capture Ratio Up 5 Years 97.89
Correlation 1 Year 99.99
Correlation 10 Years 99.93
Correlation 15 Years 99.84
Correlation 3 Years 100.00
Correlation 5 Years 99.99
High 1 Year 26.30
Information Ratio 1 Year -6.20
Information Ratio 10 Years -1.19
Information Ratio 15 Years -0.67
Information Ratio 3 Years -4.33
Information Ratio 5 Years -2.65
Low 1 Year 14.94
Maximum Loss 1 Year -10.87
Maximum Loss 10 Years -75.51
Maximum Loss 15 Years -88.50
Maximum Loss 3 Years -47.84
Maximum Loss 5 Years -53.26
Performance Current Year 31.99
Performance since Inception -53.99
Risk adjusted Return 10 Years -9.22
Risk adjusted Return 3 Years 1.46
Risk adjusted Return 5 Years 0.40
Risk adjusted Return Since Inception -4.20
R-Squared (R²) 1 Year 99.99
R-Squared (R²) 10 Years 99.87
R-Squared (R²) 15 Years 99.68
R-Squared (R²) 3 Years 100.00
R-Squared (R²) 5 Years 99.98
Sortino Ratio 1 Year 2.71
Sortino Ratio 10 Years -0.09
Sortino Ratio 15 Years -0.11
Sortino Ratio 3 Years 0.78
Sortino Ratio 5 Years 0.61
Tracking Error 1 Year 0.28
Tracking Error 10 Years 0.81
Tracking Error 15 Years 1.36
Tracking Error 3 Years 0.25
Tracking Error 5 Years 0.42
Trailing Performance 1 Month 2.43
Trailing Performance 1 Week 1.96
Trailing Performance 1 Year 51.08
Trailing Performance 10 Years -34.92
Trailing Performance 2 Years 104.45
Trailing Performance 3 Months -7.29
Trailing Performance 3 Years 52.30
Trailing Performance 4 Years 31.69
Trailing Performance 5 Years 59.74
Trailing Performance 6 Months 11.69
Trailing Return 1 Month -0.19
Trailing Return 1 Year 40.99
Trailing Return 10 Years -3.40
Trailing Return 15 Years -4.32
Trailing Return 2 Months -7.97
Trailing Return 2 Years 46.57
Trailing Return 3 Months -3.42
Trailing Return 3 Years 13.66
Trailing Return 4 Years 7.42
Trailing Return 5 Years 9.55
Trailing Return 6 Months 20.66
Trailing Return 6 Years 8.63
Trailing Return 7 Years 3.46
Trailing Return 8 Years -4.04
Trailing Return 9 Months 28.90
Trailing Return 9 Years -3.74
Trailing Return Since Inception -4.61
Trailing Return YTD - Year to Date 34.56
Treynor Ratio 1 Year 40.48
Treynor Ratio 10 Years -4.08
Treynor Ratio 15 Years -5.03
Treynor Ratio 3 Years 13.15
Treynor Ratio 5 Years 8.48

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Sustainability Rating

Morningstar Sustainability Rating
Average
Rating vs. Category
Commodities
Category

NAV

22.9946
Nav
08/15/2022
Last Update

Ratings

Morningstar Rating
Sustainability Rating

Key Data

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

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™.

Initial minimum savings amount
Savings Plan No
Distribution Distributing

funds category comparison

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