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Global X Copper Miners ETF (COPX)

-NYSEArca
16.63 Down 0.07(0.44%) Jul 22, 4:00PM EDT

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCOPXCategory
Alpha (against Standard Index)-21.29N/A
Beta (against Standard Index)2.06N/A
Mean Annual Return-0.66N/A
R-squared (against Standard Index)35.93N/A
Standard Deviation40.67N/A
Sharpe Ratio-0.20N/A
5 Years
StatisticCOPXCategory
Alpha (against Standard Index)-28.18N/A
Beta (against Standard Index)2.16N/A
Mean Annual Return-1.25N/A
R-squared (against Standard Index)51.38N/A
Standard Deviation40.79N/A
Sharpe Ratio-0.37N/A
10 Years
StatisticCOPXCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A