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iPath Seasonal Natural Gas ETN (DCNG)

-NYSEArca
18.44 0.00(0.00%) Feb 21, 10:11AM EST

Risk as of Jan 30, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDCNGCategory
Alpha (against Standard Index)-2.07N/A
Beta (against Standard Index)0.72N/A
Mean Annual Return-1.01N/A
R-squared (against Standard Index)34.44N/A
Standard Deviation21.68N/A
Sharpe Ratio-0.57N/A
5 Years
StatisticDCNGCategory
Alpha (against Standard Index)0.29N/A
Beta (against Standard Index)0.61N/A
Mean Annual Return-0.41N/A
R-squared (against Standard Index)21.01N/A
Standard Deviation21.30N/A
Sharpe Ratio-0.24N/A
10 Years
StatisticDCNGCategory
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