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iPath Bloomberg Softs SubTR ETN (JJS)

-NYSEArca
37.03 Down 1.09(2.86%) 10:57AM EDT

Risk as of Feb 27, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJJSCategory
Alpha (against Standard Index)2.27N/A
Beta (against Standard Index)0.61N/A
Mean Annual Return-0.63N/A
R-squared (against Standard Index)23.38N/A
Standard Deviation21.28N/A
Sharpe Ratio-0.36N/A
5 Years
StatisticJJSCategory
Alpha (against Standard Index)-3.08N/A
Beta (against Standard Index)0.66N/A
Mean Annual Return-0.78N/A
R-squared (against Standard Index)24.59N/A
Standard Deviation21.11N/A
Sharpe Ratio-0.45N/A
10 Years
StatisticJJSCategory
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