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UBS ETRACS CMCI Indl Mtls Tot Ret ETN (UBM)

-NYSEArca
12.52 Down 0.12(0.97%) Jul 27 - Nasdaq Real Time Price

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticUBMCategory
Alpha (against Standard Index)-3.04N/A
Beta (against Standard Index)0.46N/A
Mean Annual Return-0.72N/A
R-squared (against Standard Index)28.11N/A
Standard Deviation15.03N/A
Sharpe Ratio-0.58N/A
5 Years
StatisticUBMCategory
Alpha (against Standard Index)-6.09N/A
Beta (against Standard Index)0.63N/A
Mean Annual Return-0.97N/A
R-squared (against Standard Index)31.94N/A
Standard Deviation18.98N/A
Sharpe Ratio-0.62N/A
10 Years
StatisticUBMCategory
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