ETFs and index

Period

Obs.

Means

Std. Dev.

Skew.

Kurt.

J-Bera

Precious metal ETFs

1

SPDR gold shares (GLD)/

Gold price

2004/11/18 -

2013/5/31

2098

2098

0.043

0.454

1.393

14.361

−0.763

−0.881

11.183

12.579

6057.11***

8292.92***

2

Ishare silver trust (SLV)/

Silver price

2006/04/21 -

2013/5/31

1759

1759

0.005

0.006

0.558

0.647

−2.141

−1.099

24.222

22.021

34352.25***

26870.9***

3

Physical palladium shares (PALL)/

Palladium price index

2010/01/08 -

2013/5/31

816

816

0.031

0.302

1.309

13.448

−0.390

−0.451

4.090

4.256

61.08***

81.366***

4

E-TRACTS UBS long platinum ETN (PTM)/

Platinum price

2008/05/08 -

2013/5/31

1243

1243

−0.007

−0.439

0.393

23.327

−0.418

−0.673

12.222

5.186

4440.53***

340.59***

Base metal ETFs

1

DJ-UBS copper total return sub-index ETN (JJC)/

Copper price

2007/10/23 -

2013/5/31

1375

1375

−0.007

−0.350

0.878

138.549

−0.235

−0.120

4.023

3.952

72.78***

55.23***

2

DJ-UBS nickel total return sub-index ETN (JJN)/

Nickel price

2007/10/23 -

2013/5/31

1379

1379

−0.021

−11.92

0.771

507.022

−0.301

−0.100

5.342

5.462

336.14***

350.14***

3

DJ-UBS tin total return sub-index ETN (JJT)/

Tin price

2008/06/24 -

2013/5/31

1209

1209

−0.001

−1.300

1.005

434.002

−0.461

−0.283

6.613

5.045

700.36***

226.46***

4

DJ-UBS lead total return sub-index ETN (LD)/

Lead index

2008/06/24 -

2013/5/31

1209

1209

0.006

0.196

1.391

51.858

−0.283

−0.235

5.727

4.819

390.86***

177.67***