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iPath Bloomberg Cmdty TR ETN (DJP)

-NYSEArca
24.38 Down 0.11(0.45%) Feb 17, 8:00PM EST

Risk as of Jan 30, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDJPCategory
Alpha (against Standard Index)-0.57N/A
Beta (against Standard Index)0.87N/A
Mean Annual Return-1.06N/A
R-squared (against Standard Index)93.24N/A
Standard Deviation15.83N/A
Sharpe Ratio-0.81N/A
5 Years
StatisticDJPCategory
Alpha (against Standard Index)-2.93N/A
Beta (against Standard Index)0.87N/A
Mean Annual Return-0.87N/A
R-squared (against Standard Index)90.95N/A
Standard Deviation14.60N/A
Sharpe Ratio-0.72N/A
10 Years
StatisticDJPCategory
Alpha (against Standard Index)-4.67N/A
Beta (against Standard Index)0.93N/A
Mean Annual Return-0.43N/A
R-squared (against Standard Index)94.57N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio-7.95N/A