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    iPath S&P GSCI Crude Oil TR ETN (OIL)

    -NYSEArca
    6.19 Up 0.11(1.81%) Dec 2, 8:00PM EST
    |After Hours : 6.17 Down 0.02 (0.32%) Dec 2, 7:31PM EST

    Risk as of Oct 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticOILCategory
    Alpha (against Standard Index)-7.03N/A
    Beta (against Standard Index)2.08N/A
    Mean Annual Return-3.18N/A
    R-squared (against Standard Index)78.08N/A
    Standard Deviation40.94N/A
    Sharpe Ratio-0.93N/A
    5 Years
    StatisticOILCategory
    Alpha (against Standard Index)-4.64N/A
    Beta (against Standard Index)1.84N/A
    Mean Annual Return-1.88N/A
    R-squared (against Standard Index)69.14N/A
    Standard Deviation35.23N/A
    Sharpe Ratio-0.64N/A
    10 Years
    StatisticOILCategory
    Alpha (against Standard Index)-10.50N/A
    Beta (against Standard Index)1.53N/A
    Mean Annual Return-1.03N/A
    R-squared (against Standard Index)67.24N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-12.05N/A