Dow Down0.71% Nasdaq Down0.63%

UBS ETRACS CMCI Food Total Return ETN (FUD)

-NYSEArca
19.94 Down 0.33(1.63%) Sep 23, 8:00PM EDT

Risk as of Aug 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFUDCategory
Alpha (against Standard Index)3.04N/A
Beta (against Standard Index)0.62N/A
Mean Annual Return-0.64N/A
R-squared (against Standard Index)41.74N/A
Standard Deviation16.46N/A
Sharpe Ratio-0.47N/A
5 Years
StatisticFUDCategory
Alpha (against Standard Index)-0.31N/A
Beta (against Standard Index)0.70N/A
Mean Annual Return-0.70N/A
R-squared (against Standard Index)50.85N/A
Standard Deviation16.75N/A
Sharpe Ratio-0.51N/A
10 Years
StatisticFUDCategory
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