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    Lyxor Commodities Thomson Reuters/CoreCommodity CRB EX-Energy TR UCITS ETF (CRNL.L)

    -LSE
    1,659.00 Down 4.25(0.26%) 11:11AM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCRNL.LCategory
    Alpha (against Standard Index)N/AN/A
    Beta (against Standard Index)N/AN/A
    Mean Annual Return-0.26-1.13
    R-squared (against Standard Index)N/AN/A
    Standard Deviation11.2716.58
    Sharpe Ratio-0.30-0.82
    5 Years
    StatisticCRNL.LCategory
    Alpha (against Standard Index)N/AN/A
    Beta (against Standard Index)N/AN/A
    Mean Annual Return-0.47N/A
    R-squared (against Standard Index)N/AN/A
    Standard Deviation11.08N/A
    Sharpe Ratio-0.52N/A
    10 Years
    StatisticCRNL.LCategory
    Alpha (against Standard Index)N/AN/A
    Beta (against Standard Index)N/AN/A
    Mean Annual Return0.07N/A
    R-squared (against Standard Index)N/AN/A
    Standard DeviationN/A22.64
    Sharpe RatioN/AN/A
    Treynor RatioN/AN/A